aic5.wge {tswge} | R Documentation |
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)
[Package tswge version 2.1.0 Index]