It uses the minimum AIC. HTH, Sincerely, Erin
On Tue, Oct 21, 2008 at 8:59 AM, Troy Tempest <[EMAIL PROTECTED]> wrote: > > Hello, > > Could anyone tell me what rules R uses to classify an autoregressive model > i.e. how it decides the number of AR parameters to use when the AR(data) > function is applied? > > I understood that model classification was more or less based on inspection > of the acf and pacf functions. > > Thanks > > TT > -- > View this message in context: > http://www.nabble.com/AR-model-classification-tp20090888p20090888.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: [EMAIL PROTECTED] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
