[R] auto.arima in forecasting package
stp08emj at shef.ac.uk
Wed Feb 18 18:25:29 CET 2009
I am using auto.arima to find the best arima model but am a little confused
by the output. I want to choose the best model using the BIC criteria.
This is my code (straightforward where a is the data)
Part of the results I get back are:
ARIMA(1,0,1) with zero mean : 1e+20
ARIMA(1,0,1) with non-zero mean : -92.117
ARIMA(1,0,2) with zero mean : 1e+20
ARIMA(1,0,2) with non-zero mean : -101.8145
ARIMA(1,0,3) with zero mean : 1e+20
ARIMA(1,0,3) with non-zero mean : -110.5995
I am unsure what the values are after the colon. I thought it was the BIC
but it is found that the best model for the data is ARIMA(1,0,3) with
non-zero-mean and BIC= -91.42.
Could anyone tell me what the values are after the colon? I have tried
looking at the help page to no avail.
Thanks in advance Emma
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