[R] AIC and BIC from arima()
Jean-Luc Fontaine
jfontain at free.fr
Mon Nov 28 20:37:50 CET 2005
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My ultimate goal is to best fit time series by comparing AICs and BICs
(as in Bayesian) from arima() and nnet().
I looked at the arima.R source code, but I am afraid I do not
understand it.
What I only miss really is the number of parameters p, where: AIC =
n*log(S/n) + 2*p
with S the squared residuals and n the number of observations.
Can I get p from arima() (for both non and seasonal cases) result?
I am obviously not an expert in the matter, so please accept my
apologies if this is a stupid question...
Many thanks in advance,
- --
Jean-Luc Fontaine http://jfontain.free.fr/
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