ARorder {BootPR}R Documentation

AR model order selection

Description

AR model selection using AIC, BIC, HQ

Usage

ARorder(x, pmax, type)

Arguments

x

a time series data set

pmax

the maximum AR order

type

"const" for the AR model with intercept only, "const+trend" for the AR model with intercept and trend

Value

ARorder

AR orders selected by AIC, BIC and HQ

Criteria

the values of AIC, BIC and HQ

Author(s)

Jae H. Kim

Examples

data(IPdata)
ARorder(IPdata,pmax=12,type="const+trend")

[Package BootPR version 0.60 Index]