On Mon, 25 Oct 2004, bogdan romocea wrote: > Dear R users, > > I need to fit an ARMA model. As far as I've seen, EACF (extended ACF) > is not available in R.
But PACF is as well as ACF. > 1. Let's say I fit a series of ARMA models in a loop. Given the > code/output included below, how do I pull 'Model' and 'Fit' (AIC) > from each summary() so that I can combine them into an array/data > frame to be sorted by AIC? Look at the examples in tests/ts-tests.R. Or read the arima() help page more carefully, as it tells you where the results are (and they are not in summary(), which does not work for arima fits!). > 2. Apart from EACF, are you aware perhaps of another function in R > that can help solve the issue of ARMA order identification? It's a rather old-fashioned idea. Just fit all the target models and compare their performance. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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