R中如何给时间序列模型做参数检验？

建立了模型，做了参数估计后，如何给参数做检验呢？函数怎么写？谢谢达人，下面是我的程序
a<-c(15.48,14.85,15.29, 15.60,17.16,16.10,17.71,19.20,17.28,17.19,16.97,
17.30,16.93,17.93,17.65,18.58,18.03,16.90,15.31,15.65,
14.42,14.70,14.59,15.36,15.32,15.04,15.91,16.24,17.00,
17.25,16.65,15.84,14.26,14.74,14.01,15.30,15.29,15.61,15.82,
15.60,15.17, 15.60,15.05,16.00,15.90,16.56,16.75,17.02,16.55,
16.66,16.37,16.59,16.92, 16.59,17.07,17.68,17.79,17.58,17.42,
17.42,17.48,18.63,18.64,18.88,19.46, 18.76,17.44,17.93,18.44,
17.90,18.36,18.56,17.95,18.08,19.89,21.88,21.55,22.39,24.06,
22.97,15.72,16.53,16.60,16.60,17.40,18.25,18.60,18.32,18.45,
19.47,18.70,17.41,18.20,16.38,17.90,18.75,19.00,18.55,18.61,
18.54,18.55,18.95,19.10,19.97,20.80,
20.06,20.23,19.66,19.28,19.40,20.18,19.40,19.12,18.64,19.41,
19.32,18.56,19.38,19.93,20.52,21.20,21.26,20.56,22.62,23.47,
23.31,25.64, 26.36,27.05,27.25,27.41,27.30,28.49,28.30,28.70,31.57,
33.80,33.97,33.38,32.27,35.34,33.76,33.13,33.30,33.72,32.08,
30.85,33.07,32.93,34.00,34.79,34.00,33.58,33.80,33.70,34.13,
33.08,33.29,31.98,32.40,30.78,30.97,31.93,31.93,30.70,30.80,30.46,
29.90,30.99,31.53,29.86,29.25,30.20,33.22,33.21,33.30,34.27,32.89,
31.27,32.26,31.60,30.60,31.50,31.70,33.00,33.51,33.80,35.45,
35.82,35.67,38.93,39.50,39.05,35.90,36.08,36.50,34.93,35.00,
36.37,35.28,36.37,36.00,34.30,32.93,33.30,32.82,31.18,31.50,
31.46,30.20,29.96,31.26,31.55,32.53,32.92,32.60,33.50,33.52,
33.10,32.30,31.02,29.40,29.95,27.10,27.25,27.80,28.38,28.30,
28.66,27.83,27.74,29.31,28.84)
ts(data=a,start=2007,deltat=1/233)
ts.plot(ts(data=a,start=2007,deltat=1/233))
acf(a)
ts.plot(diff(a,2))
b<-diff(a,2)
Box.test(b,12,type="Ljung-Box")
acf(b)
pacf(b)
m1 <- arima(a, order=c(5,2,1),)
tsdiag(m1)
plot(resid(m1))
round(pnorm(-abs(m1$coef),sd=sqrt(diag(m1$var.coef))),5)  /*参数估计*/
请问如何给参数做检验呢？是用summary（）么？还是怎么做？达人请教下，谢谢。
本文来自: 人大经济论坛 详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=789478&page=1&from^^uid=1119921

就是均值的检验中t统计量的p值和众系数检验中的t统计量和p值

达人啊 求助求助

达人啊  高手啊  急救急救啊

t.ratio=m1$*sqrt(length)
p.value=-1-pt(m1,df)

楼上
运行了后出现这个啊
t.ratio=m1$*sqrt(length)        
错误: 意外的'*'在"t.ratio=m1$*"里
> p.value=-1-pt(m1,df)
错误于pt(q, df, lower.tail, log.p) : 数学函数中用了非数值变元
> t.ratio=m1$*sqrt(length)        

哪里出了问题呢

  。。。。

LZ啊~直接输m1就可以啦~~
t值就是两行的比值啊~~~~或者加载程序包，有很多可以直接计算interval的函数~~~

linchulian 发表于 2010-5-6 13:04
楼上
运行了后出现这个啊
t.ratio=m1$*sqrt(length)

有个$肯定不行啊。。。。m1$coef

linchulian 发表于 2010-5-7 18:05
。。。。

您好，遇到了和您一样的问题，请问最后是怎么解决的？多谢赐教！

楼主的问题解决了吗，我也有同样的问题，求助