[R] AR models

Michael HART mhart at terrigal.net.au
Sat Sep 4 08:24:46 CEST 1999

Thanks for all who have helped me with my original queries, below.

I have now managed to import some data and use the ar modeling.  Now I have
some more specific questions about this package if anyone knows the answers
to I would appreciate some help in clearing up a few issues.

I used the routine ar.yw (amongst others) in the library ts.  This routine
automagically chose the ar model order for me.  I was wondering what method
it uses to do this?

The package allows the user to enter a maximum model order from which it
chooses the model order it prefers (below this value).  However I would like
to force it to use a particular ar model order of my choice as I know how
many theoretical processes are in the data (which is more that the order
being chosen).

Can someone with experience with this package or with ar modelling tell me
how to make it force a particular model order.

Also the libraries ts and tseries each use the same name for their base data
types but they are incompatible with each other.

Michael Hart

-----Original Message-----
From: Michael HART <mhart at terrigal.net.au>
To: r-Help List <r-help at stat.math.ethz.ch>
Date: Wednesday, September 01, 1999 6:02 PM
Subject: [R] AR models

>Hello everyone,
>I have just installed R and was wondering if anyone knows of any AR
>available for it.  I have had a look on the web site and it says that a
>package called 'ts' (time series) is available but I can't seem to find it
>any help appreciated
>Michael Hart
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