[R--gR] standard error and p-value for the estimated parameter in AR model

Dear All,

I used an  AR(1) model to explain the process of the stationary  
residuals and have used an 'ar' command in R. From the results, i  
tried to extract the standard error and p-value for the estimated  
parameter, but unfortunately, i never find any way to extract  it  
from the output.

What i did was, i assigned the residuals into the 'residual' object  
in R and used an 'ar' function as below.

residual <- residuals
ar(residual, aic = TRUE,  method = "mle", order.max = 1)

Could someone help me to extract the stadard error and the p-value  
for the estimated parameter, please?

Thank you

Fir




	[[alternative HTML version deleted]]

<ATT00001.txt>