BootPR (version 0.60)

ARorder: AR model order selection

Description

AR model selection using AIC, BIC, HQ

Usage

ARorder(x, pmax, type)

Arguments

x
a time series data set
pmax
the maximum AR order
type
"const" for the AR model with intercept only, "const+trend" for the AR model with intercept and trend

Value

ARorder
AR orders selected by AIC, BIC and HQ
Criteria
the values of AIC, BIC and HQ

Examples

Run this code
data(IPdata)
ARorder(IPdata,pmax=12,type="const+trend")

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