R help - Apr 2012 - how can i get AIC value for AR model

attached file:-   http://r.789695.n4.nabble.com/file/n4525253/1A1I_A.txt
1A1I_A.txt 
>arr<-ar(t$V1) 
> str(arr) 
> arr$aic 
        0         1         2         3         4         5         6 
 4.273791  4.397484  2.258405  3.008703  1.884487  0.000000  1.476055 
        7         8         9        10        11        12        13 
 3.204865  3.544783  5.474194  3.787079  3.873081  5.872812  7.085577 
       14        15        16        17        18        19 
 8.762945 10.758352 11.484045 12.837440  7.465485  8.729661 

but which is perfect aic value to take  ? ? ? ? ? 

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If you look at the documentation for ar, you will find the following
description of aic:

      aic 	The differences in AIC between each model and the best-fitting
model

So this means that your model  order is 5 (look at the pacf).
If you want the actual AIC of your model: (I call your datafile
"A.txt")

d1 = read.table("A.txt", header=F)
d1.ts = ts(d1$V1)
pacf(d1.ts)
 d1.ar = arma(d1.ts, order = c(5,0))
summary(d1.ar)

The summary tells you that your AIC is -226.87

Hope that helps,

  Ravi






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