#KQ-Schätzung: Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.552e+00 8.344e-02 42.57 <2e-16 *** t -1.338e-02 1.137e-03 -11.77 <2e-16 *** t2 6.112e-05 4.159e-06 14.69 <2e-16 *** t3 -6.874e-08 4.306e-09 -15.96 <2e-16 *** #Ergebnisse mit NW: t test of coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.5521e+00 1.0344e-01 34.3410 < 2.2e-16 *** t -1.3384e-02 1.6163e-03 -8.2805 7.361e-16 *** t2 6.1118e-05 6.4403e-06 9.4900 < 2.2e-16 *** t3 -6.8738e-08 6.8621e-09 -10.0171 < 2.2e-16 *** --- #Cochrane und Orcutt: Call: arima(x = y, order = c(2, 0, 0), xreg = cbind(t, t2, t3), include.mean = T) Coefficients: ar1 ar2 intercept t t2 t3 0.3373 0.1312 3.5413 -0.0132 1e-04 0 s.e. 0.0387 0.0289 0.1358 0.0017 0e+00 0