ARIMA(p,0,q), ARFIMA(p,0,q) and ARTFIMA(p,0,q) models are fit for
various p=0,1,..., and q=0,1,... and the best models according to the BIC
criterion are selected.
regular differencing parameter indicating the number of times to difference
...
optional arguments for artfima such as lambdaMax
Value
An S3 list object, "bestmodels".
Output is provided using the print method for the
"bestmodels"
Details
$numPar = K$, where K is
the number of structural models defined by
$K = p+q+n(glp)$,
where $n(glp) = 0, 1, 2$ according as the model is ARIMA, ARFIMA or
ARTFIMA respectively.
These models are ranked according to the AIC/BIC criterion and the best ones are
shown.
The plausibility is shown. This is defined for AIC by the eqn
$p(AIC) = exp(0.5*(min(AIC)-AIC))$,
where AIC is the vector of AIC values. Similarly for the BIC.