Description Usage Arguments Value
Returns best ARIMA model according to either SC, HQ, AIC or FPE value. The function conducts a search over possible model within the order constraints provided.
1 |
y |
A multivariate time series |
max.p |
Determines the highest lag order for lag length selection according to the choosen ic. |
ic |
Information criterion to be used in model selection. |
seasonal |
If FALSE, restricts search to models without seasonal dummies. |
A list with class attribute 'autovar' holding the following elements:
|
modelo estimado da class |
|
ordem de diferenciacao das series. |
|
series das variaveis originais. |
|
series das variaveis diferenciadas |
|
criterios de informacao do modelo selecionado. |
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