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

Ravi Kulkarni 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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