https://github.com/nixtla logo
#general
Title
# general
p

Pedro Miyasaki

02/06/2023, 2:58 PM
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?
f

fede (nixtla) (they/them)

02/07/2023, 8:37 PM
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,
Copy code
np.sqrt(np.diag(model.model.model_['var_coef']))