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

ismael ismael k|m@|@me @end|ng |rom y@hoo@|r
Mon Feb 3 11:09:24 CET 2020


It works!!!
Thank you so much for your help!

Sent from my iPhone

> On Feb 3, 2020, at 3:47 AM, Rui Barradas <ruipbarradas using sapo.pt> wrote:
> 
> 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]]
>> ______________________________________________
>> R-devel using r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel



More information about the R-devel mailing list