Description Usage Arguments Value Author(s) Examples
Compute AIC of a series of Multivariate AR models and returns the order of the model which minimizes this AIC.
1 |
data |
timeseries to compute autoregressive order of. |
min |
Minimum order of AR model to check. |
max |
Maximum order of AR model to check. |
type |
Use AIC or BIC to compute model order. |
returns the order (>=1) of the autoregressive model which minimizes the AIC or BIC
Bjorn Roelstraete
1 2 |
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