p value for ARIMA estimate

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Matthew
Matthew 2013-7-17
评论： Abdoulaye Camara 2020-4-27
HI!
I would like to compute the p value for prediction values computed by ARIMA estimate procedure.
So anyone have the idea to convert the t statistic from estimate output to p-value?
ARIMA(1,0,1) Model Seasonally Integrated:
------------------------------------------
Conditional Probability Distribution: Gaussian
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant -0.00203829 0.0288986 -0.0705324
AR{1} 0.955181 0.00521754 183.071
MA{1} 0.075271 0.0133443 5.64067
Variance 2.07345 0.0277501 74.7186
Also, How can I conduct the Modified Box-Pierce (Ljung-Box) Chi-Square statistic for the fitted model?
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Abdoulaye Camara
Abdoulaye Camara 2020-4-27
Hello, I have a same problem for my matlab version

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回答（1 个）

Karoline Qasem
Karoline Qasem 2018-5-4
I think you can find the answer here: https://www.mathworks.com/help/econ/check-model-for-airline-passenger-data.html

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