Hello guys, I fitted a model with exogerous variables, and I can see the coeficients by doing model.model_, but I cant find the coeficients p-values for each model component, can someone help me?

hi @Pedro Miyasaki! Thanks for using statsforecast. Currently,

AutoARIMA

does not calculate p-values. But you can recover them using the standard errors, to compute them just use,

np.sqrt(np.diag(model.model.model_['var_coef']))