Call:
arima(x = dpgs, order = c(6, 0, 0), xreg = dpus, include.mean = F)
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6dpus
0.3953 0.1634 0.0946 0.0297 -0.0873 -0.0525 0.1927
s.e. 0.0389 0.0400 0.0404 0.0405 0.0400 0.0373 0.0136
sigma^2 estimated as 0.0002524: log likelihood = 1949.61, aic = -3883.21
>tratio=m4coef/sqrt(diag(m4var.coef))
>tratio
ar1ar2ar3ar4ar5ar6
10.1665214 4.0831152 2.34037
如果两个样本具有方差齐性，那么做独立样本t检验时，直接套用t检验的公式，计算t值，，查表的自由度为n1+n2-2，然后用函数pt( t value, n1+n2-2)给出p值，小于0.05即为显著。
如果方差不齐，需要计算校正后的自由度，
