How to get t values of each coefficient after using ar function

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xiaoli su 2015 年 8 月 3 日

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https://jp.mathworks.com/matlabcentral/answers/232117-how-to-get-t-values-of-each-coefficient-after-using-ar-function

編集済み: xiaoli su 2015 年 8 月 3 日

I now have a time series and I have use ar function to fit the time series. However, it just returns the function with coefficients and does not return t values. The function is like this:

A(z) = 1 - 0.5074 z^-1 - 0.07223 z^-2 + 0.02499 z^-3 - 0.03326 z^-4 + 0.09385 z^-5        
        - 0.07049 z^-6 - 0.0005524 z^-7 + 0.005683 z^-8 - 0.046 z^-9 + 0.01564 z^-10      
        - 0.02596 z^-11 - 0.02986 z^-12 + 0.03719 z^-13 - 0.05815 z^-14 - 0.008979 z^-15  
           - 0.02733 z^-16 - 0.04408 z^-17 - 0.00116 z^-18 - 0.07393 z^-19 + 0.04574 z^-20
 How could I have access to the t values of each parameters?