best.arima: 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

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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)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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