[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop

[Rui Barradas]

Hello,

You can solve the problem in two different ways.

1. Redefine storage1 as a matrix and extract the aic *in* the loop.

storage1 <- matrix(0, 4, 4)
for(p in 0:3){
   for(q in 0:3){
     storage1[p + 1, q + 1] <- arima(etc)$aic
   }
}


2. define storage1 as a list.

storage1 <- vector("list", 16)
i <- 0L
for(p in 0:3){
   for(q in 0:3){
     i <- i + 1L
     storage1[[i]] <- arima(etc)
   }
}

lapply(storage1, '[[', "aic")  # get the aic's.

Maybe sapply is better it will return a vector.


Hope this helps,

Rui Barradas




Às 06:23 de 03/02/20, ismael ismael via R-devel escreveu:
> Hello
> I am trying to extract AICs from an ARIMA estimation with different
> combinations of p & q ( p =0,1,2,3
> and q=0,1.2,3). I have tried using the following code unsucessfully. Can
> anyone help?
> 
> code:
> storage1 <- numeric(16)
> for (p in 0:3){
> 
>      for (q in 0:3){
>   
>      storage1[p]  <- arima(x,order=c(p,0,q), method="ML")}
> }
> storage1$aic
> 
> 	[[alternative HTML version deleted]]
> 
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