aicTable {arima2} | R Documentation |
Construct table of AIC for all combinations 0<=p<=P and 0<=q<=Q
aicTable(data, P, Q, D = 0, ic = c("aic", "aicc"), ...)
data |
a time series object, or a dataset that can be used as input into the arima function. |
P |
a positive integer value representing the maximum number of AR coefficients that should be included in the table. |
Q |
a positive integer value representing the maximum number of MA coefficients that should be included in the table. |
D |
a positive integer value representing the degree of differencing |
ic |
Information criterion to be used in the table. |
... |
Additional arguments passed to |
This function creates an AIC table for ARMA models of varying sizes. Each row for the table corresponds to a different AR value, and each column of the table corresponds to a different MA value.
A matrix containing the model AIC values.
set.seed(654321)
aicTable(presidents, 3, 2)