aicTable {arima2}

ARIMA AIC table

Description

Construct table of AIC for all combinations 0<=p<=P and 0<=q<=Q

Usage

aicTable(data, P, Q, D = 0, ic = c("aic", "aicc"), ...)

Arguments

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 arima().

Details

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.

Value

A matrix containing the model AIC values.

Examples

set.seed(654321)
aicTable(presidents, 3, 2)