aic5.wge | R Documentation |
You may select either AIC, AICC, or BIC to use model identification. Given a range of values for p and q, the program returns the top 5 candidate models.
aic5.wge(x, p = 0:5, q = 0:2, type = "aic")
x |
Realization to model |
p |
Range of AR orders to be considered |
q |
Range of MA orders to be considered |
type |
Either 'aic' (default, 'aicc', or 'bic') |
A list of p,q, and selected criterion for the top 5 models
If some model order combinations give explosively nonstationary models, then the program may stop prematurely. You may need to adjust the range of p and q to avoid these models.
Wayne Woodward
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
data(fig3.18a) aic5.wge(fig3.18a,p=0:5,q=0:2)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.