[R] is there a way to find the best ARIMA model

bren at juanantonio.info bren at juanantonio.info
Sun May 21 17:00:02 CEST 2006


Using forecast package. 

http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/forecast/ 

Best Regards. 

Message: 50
Date: Thu, 18 May 2006 18:50:15 -0400
From: "Wensui Liu" <liuwensui en gmail.com>
Subject:
To: Michael <comtech.usa en gmail.com>
Cc: R-help en stat.math.ethz.ch
Message-ID:
	<1115a2b00605181550i1e718124p3ec01f4f70ed9f02 en mail.gmail.com>
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what is your criterion of 'best arima'? there are more than 1
criterion for 'best' model. 


On 5/15/06, Michael <comtech.usa en gmail.com> wrote:
> I tried to find a function called "bestARIMA" but it did not show up... even
> on google it does not show up often: 
>
> I've only found the following link with "bestARIMA" in it: 
>
> http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf 
>
> but where is the package and the function in R? 
>
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>
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Juan Antonio Breña Moral.
Advanced Marketing Phd, URJC, Spain (Now)
Industrial Organisation Engineering, ICAI, Spain.
Technical Computer Programming Engineering, ICAI, Spain
Web: http://www.juanantonio.info
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