aic5.wge {tswge}

Return top 5 AIC, AICC, or BIC picks

Description

You may select either AIC, AICC, or BIC to use model identification. Given a range of values for p and q, the program returns the top 5 candidate models.

Usage

aic5.wge(x, p = 0:5, q = 0:2, type = "aic")

Arguments

x

Realization to model

p

Range of AR orders to be considered

q

Range of MA orders to be considered

type

Either 'aic' (default, 'aicc', or 'bic')

Value

A list of p,q, and selected criterion for the top 5 models

Note

If some model order combinations give explosively nonstationary models, then the program may stop prematurely. You may need to adjust the range of p and q to avoid these models.

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(fig3.18a)
          aic5.wge(fig3.18a,p=0:5,q=0:2)