When doing time series research in R, I found that
arima provides only the coefficient values and their standard errors of fitted model. However, I also want to get the p-value of the coefficients.
I did not find any function that provides the significance of coef.
So I wish to calculate it by myself, but I don't know the degree of freedom in the t or chisq distribution of the coefficients. So my question is how to get the p-values for the coefficients of fitted arima model in R?