[R] finding model order components for arima()
Amar
nandan.amar at gmail.com
Wed Mar 2 17:02:33 CET 2011
Amar <nandan.amar <at> gmail.com> writes:
>
> 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.
>
>
[1]Automatic Time Series Forecasting: The forecast Package for R
(http://www.jstatsoft.org/v27/i03)
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