t_stat <- function (modarima, decim = 6) { if (!is(modarima, "Arima")) stop("modarima may be an Arima object from package forecast") t.stat <- modarima$coef[modarima$mask == TRUE]/sqrt(diag(modarima$var.coef)) p.val <- rep(0, length(t.stat)) p.val[t.stat < 0] <- 2 * pnorm(t.stat[t.stat < 0]) p.val[t.stat > 0] <- 2 * (1 - pnorm(t.stat[t.stat > 0])) round(rbind(t.stat, p.val), digits = decim) }