[R] r-squared for object timeseries

user84 roland.taber at gmx.at
Mon Apr 4 18:35:04 CEST 2011


Hi,

i am new in this forum.
I hope someone can help me or correct me, if this is the false "subforum" to
write this.

I have to choose the "best" arima model from different possibilities of a
timeseries. I know the AIC; BIC and similar. But now i would like to check
the value called r-squared or adjusted r-squared in a linear model (in
german called: Bestimmtheitsmaß). How can i get it in R? The function
"summary" is not availiable for the type "timeseries".

If there is a routine or function that gets it, perfect, if not i am able to
calculate this value for linear models. Is the equivalent thing for
timeseries given, if i simply change the variable y from a linear model by
the time?

Thanks for any help!

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