best_arima: Select Optimal Model based on BIC

In EcoMetrics: Econometrics Model Building

Select Optimal Model based on BIC

Description

Select Optimal Model based on BIC

Usage

best_arima(data, max_p = 5, max_d = 2, max_q = 5)

Arguments

data	A univariate ts object
max_p	Maximum AR order
max_d	Maximum differencing order
max_q	Maximum MA order

Value

A list containing the optimal model results and the BIC value

Examples

data(keconomy)
attach(keconomy)
best_arima(UR, max_p = 5, max_d = 2, max_q = 5)

EcoMetrics documentation built on April 3, 2025, 10:06 p.m.