I am trying to replicate the output from EViews in R. When I run an ARMA model in Eviews, I get this output Eviews Output.
The coefficients and standard error are basically the same as the ones that I get from the R output, with miniscule changes.
This is the code that I use for the R output
fed2arma<-arima(nonafed2$GrowthRate, order = c(1,0,1))
fed2arma
Specifically, I want to get the R-squared and adjusted R-squared from the model, as shows on the eviews output. I tried the suggestion in this post, of using summary(fed2arma)$r.squared
, but I got NULL as the output.
Thank you, and apologies in advance for any mistakes in question format--first time user.