p value for ARIMA estimate

HI!

I would like to compute the p value for prediction values computed by ARIMA estimate procedure.

So anyone have the idea to convert the t statistic from estimate output to p-value?

   ARIMA(1,0,1) Model Seasonally Integrated:
      ------------------------------------------
      Conditional Probability Distribution: Gaussian

                                    Standard          t     
       Parameter       Value          Error       Statistic 
      -----------   -----------   ------------   -----------
       Constant    -0.00203829     0.0288986     -0.0705324
          AR{1}       0.955181    0.00521754        183.071
          MA{1}       0.075271     0.0133443        5.64067
       Variance        2.07345     0.0277501        74.7186

Also, How can I conduct the Modified Box-Pierce (Ljung-Box) Chi-Square statistic for the fitted model?

[alda]

HI! Did you find any solution about calculating the p-value, because I have the same problem. Thanks in advance

[Bruno]

me too...

[Abdoulaye Camara]

Hello, I have a same problem for my matlab version

Answer 1

[Karoline Qasem]

I think you can find the answer here: https://www.mathworks.com/help/econ/check-model-for-airline-passenger-data.html