ARorder: AR model order selection

In BootPR: Bootstrap Prediction Intervals and Bias-Corrected Forecasting

AR model order selection

Description

AR model selection using AIC, BIC, HQ

Usage

ARorder(x, pmax, type)

Arguments

x	a time series data set
pmax	the maximum AR order
type	"const" for the AR model with intercept only, "const+trend" for the AR model with intercept and trend

Value

ARorder	AR orders selected by AIC, BIC and HQ
Criteria	the values of AIC, BIC and HQ

Author(s)

Jae H. Kim

Examples

data(IPdata)
ARorder(IPdata,pmax=12,type="const+trend")

BootPR documentation built on Aug. 31, 2023, 9:08 a.m.