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EcoMetrics (version 0.1.1)

best_arima: Select Optimal Model based on BIC

Description

Select Optimal Model based on BIC

Usage

best_arima(data, max_p = 5, max_d = 2, max_q = 5)

Value

A list containing the optimal model results and the BIC value

Arguments

data

A univariate ts object

max_p

Maximum AR order

max_d

Maximum differencing order

max_q

Maximum MA order

Examples

Run this code
data(keconomy)
attach(keconomy)
best_arima(UR, max_p = 5, max_d = 2, max_q = 5)

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