Description Usage Arguments Value Author(s) Examples
This function allows you to calculate the Akaike information criteria (AIC) for ARX models.
1 | aic(y, x, p_max)
|
y |
Data vector of time series observations. |
x |
Matrix of data (every column represents one time series). Specify NULL or "not" if not wanted. |
p_max |
Maximum number of autoregressive terms to be included. |
p |
Lag order chosen by AIC. |
values |
Vector containing values AIC for p = 0 up to p_max. |
Sean Telg
1 2 |
$p
[1] 2
$values
p = 0 p = 1 p = 2 p = 3 p = 4 p = 5 p = 6 p = 7
[1,] 9.271158 8.469428 8.466452 8.496194 8.527027 8.559339 8.590026 8.62328
p = 8
[1,] 8.657415
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