aic5: aic5: slightly faster model estimations todo: rewrite...

In josephsdavid/tswgewrapped: Helpful wrappers for 'tswge', 'vars' and 'nnfor' time series packages

Description

aic5: slightly faster model estimations todo: rewrite backcast and aic.wge for real speed gains returns the top 5 aic

Usage

aic5(x, p = 0:8, q = 0:5, type = "aic", silent = TRUE)

Arguments

x	Time series realization
p	integer vector of the ar order
q	integer vector of the ma order
type	metric to be used to compute top 5 models (aic, aicc, or bic)
silent	whether or not to return output

Value

a data frame of top 5 models

Examples

xs <- playground(200)
aic5(xs)

josephsdavid/tswgewrapped documentation built on July 31, 2020, 9:36 a.m.