[R] Is this is correct way to calculate AIC value for time series ?
sagarnikam123
sagarnikam123 at gmail.com
Sat Mar 31 14:17:49 CEST 2012
i have attached time series file
http://r.789695.n4.nabble.com/file/n4521545/1A1I_A_phi_psi_pot_r_k.txt
1A1I_A_phi_psi_pot_r_k.txt
i am not understanding formula() function,but what i read,from that
1 st method:-
> t<-read.table(file.choose()) #choosing attached file
> lm<-lm(t$V1~ 1) # i used Tilde sign
> loglik<-logLik(lm)
> AIC(loglik)
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2 nd method:-
>arr<-ar(t$V1)
> str(arr)
> arr$aic
0 1 2 3 4 5 6
4.273791 4.397484 2.258405 3.008703 1.884487 0.000000 1.476055
7 8 9 10 11 12 13
3.204865 3.544783 5.474194 3.787079 3.873081 5.872812 7.085577
14 15 16 17 18 19
8.762945 10.758352 11.484045 12.837440 7.465485 8.729661
but which is perfect aic value to take ? ? ? ? ?
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which method correct to calculate classical/general AIC value
or my both method are wrong,if yes,then how should i proceed?
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