aicbic: aicbic function returns the top 5 aic and bic values for an...

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

Description

aicbic function returns the top 5 aic and bic values for an ARMA time series

Usage

aicbic(
  vec,
  p = 0:8,
  q = 0:5,
  parallel = FALSE,
  cl = NULL,
  silent = FALSE,
  merge = FALSE,
  sort_by = "aic"
)

Arguments

vec	the vector (time series object) to operate on
p	integer vector of the ar order
q	integer vector of the ma order
parallel	whether or not to run in parallel
cl	the cluster in which to run on
silent	whether or not to run silently
merge	If TRUE, the AIC and BIC grids are merged so that it is easier to see which models are common between the two
sort_by	If merge = TRUE, then this is used to sort the merged dataframe valid options are 'aic' or 'bic'

Value

a list of data frames of top 5 aic and bic

Examples

xs <- playground(200)
aicbic(xs)

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