[R] finding model order components for arima()

Amar nandan.amar at gmail.com
Wed Mar 2 14:48:59 CET 2011


Hi,
I am trying to model a time series using arima(). For getting the
model order components(p, d, q and P,D,Q) I am using procedure
discussed in [1] in section 3.2 . It is  most likely hit and trial
method based on lower AIC  value.
I want to know what is the correct way to find model order components
or the method described in [1] is the appropriate one.
thanks in advance.



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