[R] how can i get AIC value for AR model
ravi.kulk at gmail.com
Mon Apr 2 15:42:08 CEST 2012
If you look at the documentation for ar, you will find the following
description of aic:
aic The differences in AIC between each model and the best-fitting
So this means that your model order is 5 (look at the pacf).
If you want the actual AIC of your model: (I call your datafile "A.txt")
d1 = read.table("A.txt", header=F)
d1.ts = ts(d1$V1)
d1.ar = arma(d1.ts, order = c(5,0))
The summary tells you that your AIC is -226.87
Hope that helps,
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