[R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?

[Jose Iparraguirre]

You'll find this in the forecast package, function auto.arima()
Regards,
José

José Iparraguirre
Chief Economist
Age UK

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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of jpm miao
Sent: 27 September 2012 09:43
To: r-help
Subject: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?

Hello,

   Is there a function in R by which one can run AR model with Bayesian
Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could
select the order only by AIC.

   Thanks,

Miao

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