Standard errors for model's parameters
Do you have any plans to support model's parameters standard error, test score and p-value for significance?
Do you have any plans to support model's parameters standard error, test score and p-value for significance?
Комментарии
In NumXL 1.63, the (*)_PARAM functions-family (e.g. ARMA_PARAM, SARIMA_PARAM, etc.) can now compute compute not only the calibrated values of the model's parameters, but the standard error in the estimated values as well.
Next, using conventional statistical test of hypothesis (under Normal distribution assumption), calculate the test-stat (Z-Score), P-Value and examine the significance of each value.
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