[R] ar() - AIC and BIC

Hi, I'm slowly working through Tsay's Analysis of Financial Time Series 3rd ed.  I'm trying to replicate Table 2.1 on p.47, which gives PACF, AIC, and BIC for the monthly simple returns of the CRSP value-weighted index. The data:

Re: [R] ar() - AIC and BIC

Hey, Try the AIC function for your model object. ?AIC Check package fitAR, there are criterion options for BIC. Why use BIC over AIC? I am not sure if it is clear that one is better. Also, if your model is small it shouldn't really make a difference. RegaRds,