arimaResults#

Purpose#

Reprint the estimation summary table from a fitted ARIMA model.

Format#

call arimaResults(result)
Parameters:

result (struct) – an instance of an arimaResult structure returned by arimaFit().

Examples#

new;
library timeseries;

y = loadd(getGAUSSHome("pkgs/timeseries/examples/airline.dat"), "passengers");

// Fit with output suppressed
result = arimaFit(y, season=12, quiet=1);

// Print results later
call arimaResults(result);

Remarks#

This function prints the same summary table that arimaFit() prints by default. Use this to re-display results after fitting with quiet=1.

The table includes:

  • Model specification and fit statistics (AIC, AICc, BIC, log-likelihood)

  • Coefficient table with standard errors, t-statistics, p-values, and 95% confidence intervals

  • Ljung-Box portmanteau test for residual autocorrelation

  • Jarque-Bera normality test on residuals

Library#

timeseries

Source#

arima.src

See also

Functions arimaFit(), arimaCoefTable()

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