[R] Extracting AICc and BIC from an ARIMA model.

Chris89 chrisege at stud.ntnu.no
Sat Oct 19 12:44:26 CEST 2013


Hi everyone!

I am making some time series models, and as i want to compare a lot of
models I thought it would be smart to compare the AIC, AICc and BIC values
from the models. My question is, how can I extract the BIC and AICc from the
model?

As an example:

kings <- scan("http://robjhyndman.com/tsdldata/misc/kings.dat",skip=3)
mod = arima(kings, order = c(1,0,0), include.mean=T)

obviously summary(mod) would suffice, but I don't want to have to look
through all the models (as there are alot... )

Sincerly 
Chris



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