aicTable

Construct table of AIC for all combinations 0&lt;=p&lt;=P and 0&lt;=q&lt;=Q

Estimating and analyzing auto regressive integrated moving average
(ARIMA) models. The primary function in this package is arima(), which fits
an ARIMA model to univariate time series data using a random restart
algorithm. This approach frequently leads to models that have model
likelihood greater than or equal to that of the likelihood obtained by
fitting the same model using the arima() function from the 'stats' package.
This package enables proper optimization of model likelihoods, which is a
necessary condition for performing likelihood ratio tests. This package
relies heavily on the source code of the arima() function of the 'stats'
package. For more information, please see Jesse Wheeler and Edward L.
Ionides (2023) <doi:10.48550/arXiv.2310.01198>.

Jesse Wheeler

arima2

Likelihood Based Inference for ARIMA Modeling

Noel McAllister

Dhajanae Sylvertooth

Edward Ionides

Brian Ripley

R Core Team 

aicTable function

<dl><dt>data</dt>
<dd>a time series object, or a dataset that can be used as input into
the <a href="/link/arima?package=arima2&version=3.3.0" data-mini-rdoc="arima2::arima">arima</a> function.</dd>
<dt>P</dt>
<dd>a positive integer value representing the maximum number of AR
coefficients that should be included in the table.</dd>
<dt>Q</dt>
<dd>a positive integer value representing the maximum number of MA
coefficients that should be included in the table.</dd>
<dt>D</dt>
<dd>a positive integer value representing the degree of differencing</dd>
<dt>ic</dt>
<dd>Information criterion to be used in the table.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code><a href="/link/arima()?package=arima2&version=3.3.0" data-mini-rdoc="arima2::arima()">arima()</a></code>.</dd></dl>

Arguments

ARIMA AIC table — aicTable

<dl>

<dt>data</dt>
<dd>a time series object, or a dataset that can be used as input into
the <a href='https://rdrr.io/r/stats/arima.html'>arima</a> function.</dd>


<dt>P</dt>
<dd>a positive integer value representing the maximum number of AR
coefficients that should be included in the table.</dd>


<dt>Q</dt>
<dd>a positive integer value representing the maximum number of MA
coefficients that should be included in the table.</dd>


<dt>D</dt>
<dd>a positive integer value representing the degree of differencing</dd>


<dt>ic</dt>
<dd>Information criterion to be used in the table.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code><a href='https://rdrr.io/r/stats/arima.html'>arima()</a></code>.</dd>

</dl>

aicTable: ARIMA AIC table

Description

Usage

Value

Arguments

Details

Examples