[R] Fitting AR(p) model

2013-05-08 Thread Preetam Pal
Hi all, I am trying to fit an AR(p) model to my variable res ar=ar(res, method=yule-walker) The output is : Order selected 0 sigma^2 estimated as 5.87e-06 Does this mean that the optimum value of p is 0? But when I go for summary(ar), I get the following: order 1 -none-

Re: [R] Fitting AR(p) model

2013-05-08 Thread Pascal Oettli
Hello, You forgot the column names. The output is: Length Class Mode order 1 -none- numeric ar 0 -none- numeric var.pred1 -none- numeric x.mean 1 -none- numeric aic13 -none- numeric n.used 1 -none- numeric order.max 1