[R] AR model classification

Erin Hodgess erinm.hodgess at gmail.com
Tue Oct 21 21:09:41 CEST 2008

It uses the minimum AIC.


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

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