估计出的模型如下
Call:
arima(x = r, order = c(1, 0, 1))
Coefficients:
ar1 ma1 intercept
-0.8063 0.9221 0.0791
s.e. 0.0658 0.0610 0.0611
sigma^2 estimated as 4.498: log likelihood = -2957.1, aic = 5922.2
如何用R软件对其进行参数的显著性检验以判断模型的参数是否有效??