Hi, Kjetil: Thanks. Spencer Graves Kjetil Brinchmann Halvorsen wrote: > Spencer Graves wrote: >> Regarding AIC.c, have you tried RSiteSearch("AICc") and >> RSiteSearch("AIC.c")? This produced several comments that looked to >> me like they might help answer your question. Beyond that, I've >> never heard of the "forecast" package, and I got zero hits for >> RSiteSearch("best.arima"), so I can't comment directly on your question. > > The forecast package is at > http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/forecast/ > > Kjetil > >> >> Do you have only one series or multiple? If you have only one, >> I think it would be hard to justify more than a simple AR(1) model. >> Almost anything else would likely be overfitting. >> >> If you have multiple series, have you considered using 'lme' in >> the 'nlme' package? Are you familiar with Pinheiro and Bates (2000) >> Mixed-Effects Models in S and S-Plus (Springer)? If not, I encourage >> you to spend some quality time with this book. My study of it has >> been amply rewarded, and I believe yours will likely also. >> >> Best Wishes, >> Spencer Graves >> >> Sachin J wrote: >>> Hi, >>> I am using 'best.arima' function from forecast package >> to obtain point forecast for a time series data set. The >> documentation says it utilizes AIC value to select best ARIMA >> model. But in my case the sample size very small - 26 >> observations (demand data). Is it the right to use AIC value for >> model selection in this case. Should I use AICc instead of AIC. >> If so how can I modify best.arima function to change the selection >> creteria? Any pointers would be of great help. >>> Thanx in advance. >>> Sachin >>> >>> >>> --------------------------------- >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help@stat.math.ethz.ch mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide! >>> http://www.R-project.org/posting-guide.html >> >> ______________________________________________ >> R-help@stat.math.ethz.ch mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! >> http://www.R-project.org/posting-guide.html >> >
______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html