[R] AR model classification

[Erin Hodgess]

It uses the minimum AIC.

HTH,
Sincerely,
Erin


On Tue, Oct 21, 2008 at 8:59 AM, Troy Tempest
<dmcmillan at eee.strath.ac.uk> wrote:
>
> Hello,
>
> Could anyone tell me what rules R uses to classify an autoregressive model
> i.e. how it decides the number of AR parameters to use when the AR(data)
> function is applied?
>
> I understood that model classification was more or less based on inspection
> of the acf and pacf functions.
>
> Thanks
>
> TT
> --
> View this message in context: http://www.nabble.com/AR-model-classification-tp20090888p20090888.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess at gmail.com