aic.burg.wge

AR model identification using either AIC, AICC, or BIC

 AIC

 AICc 

 BIC 

 Model Identification

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

aic.burg.wge function

<dl> <dt>x</dt>
<dd>Realization to be analyzed</dd> <dt>p</dt>
<dd>Range of p values to be considered</dd> <dt>type</dt>
<dd>Type of model identification criterion: aic, aicc, or bic</dd></dl>

Arguments

Author

AR Model Identification using Burg Estimates — aic.burg.wge

<dl>

 <dt>x</dt>
<dd>Realization to be analyzed</dd>

 <dt>p</dt>
<dd>Range of p values to be considered</dd>

 <dt>type</dt>
<dd>Type of model identification criterion: aic, aicc, or bic</dd>

</dl>

aic.burg.wge: AR Model Identification using Burg Estimates

Description

Usage

Value

Arguments

Author

References

Examples