best.arima: Best Arima model according some information criterion

In PLRModels: Statistical Inference in Partial Linear Regression Models

Best Arima model according some information criterion

Description

Obtains the orders p, q, P and Q of the best ARIMA (p, d, q)x(P, D, Q)_s according one of the following information criteria: AIC, AICC, BIC. It allows ARIMAs with both constant term and differentiation (d+D!=0), besides the ordinary cases.

Usage

best.arima(x = x, order.max = c(0, 0, 0), seasonal = list(order.max = c(0, 0, 0), 
period = 1), include.mean = NULL, criterio = NULL, dist.max.crit = NULL, 
method = NULL)

PLRModels documentation built on Aug. 19, 2023, 5:10 p.m.