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

[Pascal Oettli]

Hello,

RSiteSearch('ar BIC')

Regards,
Pascal


Le 27/09/2012 17:43, jpm miao a écrit :
> 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
>
> 	[[alternative HTML version deleted]]
>
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