ARorder

AR model selection using AIC, BIC, HQ

Contains functions for bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series.

Jae Kim

BootPR

Bootstrap Prediction Intervals and Bias-Corrected Forecasting

ARorder function

<dl> <dt>x</dt>
<dd>a time series data set</dd> <dt>pmax</dt>
<dd>the maximum AR order</dd> <dt>type</dt>
<dd>"const" for the AR model with intercept only, "const+trend" for the AR model with intercept and trend</dd></dl>

Arguments

Author

AR model order selection — ARorder

<dl>

 <dt>x</dt>
<dd>a time series data set</dd>

 <dt>pmax</dt>
<dd>the maximum AR order</dd>

 <dt>type</dt>
<dd>"const" for the AR model with intercept only, "const+trend" for the AR model with intercept and trend</dd>

</dl>

ARorder: AR model order selection

Description

Usage

Value

Arguments

Author

Examples