Please find some reference online or textbook. This must be contained in
the model assessment part.
AIC, BIC, rolling prediction/forecasting error might be what you want.
Best wishes,
Jie
On Fri, Aug 3, 2012 at 4:07 AM, Soham soham.tommarvolorid...@gmail.comwrote:
Hi I am trying to fit a time series data.It gives a AR(2) model using the
ar
function and ARMA(1,1) model using autoarmafit function in timsac
package.How do I know which is the correct underlying model? pls help
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