aic5.wge

You may select either AIC, AICC, or BIC to use model identification. Given a range of values for p and q, the program returns the top 5 candidate models.

 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

aic5.wge function

<dl> <dt>x</dt>
<dd>Realization to model</dd> <dt>p</dt>
<dd>Range of AR orders to be considered</dd> <dt>q</dt>
<dd>Range of MA orders to be considered</dd> <dt>type</dt>
<dd>Either 'aic' (default, 'aicc', or 'bic')</dd></dl>

Arguments

Author

Return top 5 AIC, AICC, or BIC picks — aic5.wge

<dl>

 <dt>x</dt>
<dd>Realization to model</dd>

 <dt>p</dt>
<dd>Range of AR orders to be considered</dd>

 <dt>q</dt>
<dd>Range of MA orders to be considered</dd>

 <dt>type</dt>
<dd>Either 'aic' (default, 'aicc', or 'bic')</dd>

</dl>

aic5.wge: Return top 5 AIC, AICC, or BIC picks

Description

Usage

Value

Arguments

Author

References

Examples