[R] how can i get AIC value for AR model

[Ravi Kulkarni]

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
model

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)
pacf(d1.ts)
 d1.ar = arma(d1.ts, order = c(5,0))
summary(d1.ar)

The summary tells you that your AIC is -226.87

Hope that helps,

  Ravi






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