[R] No its not working, how to calculate best p order value for arma process

sagarnikam123 sagarnikam123 at gmail.com
Wed Mar 21 10:15:02 CET 2012


> ts<-ts(bhavar$V1)
> decompose(ts)
Error in decompose(ts) : time series has no or less than 2 periods
> HoltWinters(ts)
Error in decompose(ts(x[1L:wind], start = start(x), frequency = f),
seasonal) : 
  time series has no or less than 2 periods

is it true that order of ar(ts) function  is p-value used for arma(p,q)
calculation
> ar(ts)

Call:
ar(x = ts)

Coefficients:
      1        2        3        4        5        6        7        8       
9       10       11  
-0.0979  -0.0380  -0.1823  -0.1096   0.1806   0.0414  -0.1439   0.1093  
0.0348  -0.1580   0.2900  

Order selected 11  sigma^2 estimated as  0.4339 

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