Jika saya memiliki objek arima seperti a
:
set.seed(100)
x1 <- cumsum(runif(100))
x2 <- c(rnorm(25, 20), rep(0, 75))
x3 <- x1 + x2
dummy = c(rep(1, 25), rep(0, 75))
a <- arima(x3, order=c(0, 1, 0), xreg=dummy)
print(a)
.
Series: x3
ARIMA(0,1,0)
Call: arima(x = x3, order = c(0, 1, 0), xreg = dummy)
Coefficients:
dummy
17.7665
s.e. 1.1434
sigma^2 estimated as 1.307: log likelihood = -153.74
AIC = 311.48 AICc = 311.6 BIC = 316.67
Bagaimana menghitung R kuadrat dari regresi ini?
sumber