[S] regressions in time series analysis

S-News (snews@cqs.washington.edu)
Mon, 30 Mar 1998 17:49:18 -0800 (PST)


I am modeling a time series using arima.mle(). The series has
interventions as described by Box and Tiao (1975), so I am including
regression (indicator) variables in the analysis. Is there any way of
estimating standard errors on the regression coefficients?

Marianne Turley
QERM, University of Washington
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