ismael ismael
2020-Feb-03 06:23 UTC
[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop
Hello I am trying to extract AICs from an ARIMA estimation with different combinations of p & q ( p =0,1,2,3 and q=0,1.2,3). I have tried using the following code unsucessfully. Can anyone help? code: storage1 <- numeric(16) for (p in 0:3){ ? ? for (q in 0:3){ ? ? ? storage1[p]? <- arima(x,order=c(p,0,q), method="ML")} } storage1$aic [[alternative HTML version deleted]]
Rui Barradas
2020-Feb-03 09:46 UTC
[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop
Hello, You can solve the problem in two different ways. 1. Redefine storage1 as a matrix and extract the aic *in* the loop. storage1 <- matrix(0, 4, 4) for(p in 0:3){ for(q in 0:3){ storage1[p + 1, q + 1] <- arima(etc)$aic } } 2. define storage1 as a list. storage1 <- vector("list", 16) i <- 0L for(p in 0:3){ for(q in 0:3){ i <- i + 1L storage1[[i]] <- arima(etc) } } lapply(storage1, '[[', "aic") # get the aic's. Maybe sapply is better it will return a vector. Hope this helps, Rui Barradas ?s 06:23 de 03/02/20, ismael ismael via R-devel escreveu:> Hello > I am trying to extract AICs from an ARIMA estimation with different > combinations of p & q ( p =0,1,2,3 > and q=0,1.2,3). I have tried using the following code unsucessfully. Can > anyone help? > > code: > storage1 <- numeric(16) > for (p in 0:3){ > > ? ? for (q in 0:3){ > > ? ? storage1[p]? <- arima(x,order=c(p,0,q), method="ML")} > } > storage1$aic > > [[alternative HTML version deleted]] > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel >
ismael ismael
2020-Feb-03 10:09 UTC
[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop
It works!!! Thank you so much for your help! Sent from my iPhone> On Feb 3, 2020, at 3:47 AM, Rui Barradas <ruipbarradas at sapo.pt> wrote: > > ?Hello, > > You can solve the problem in two different ways. > > 1. Redefine storage1 as a matrix and extract the aic *in* the loop. > > storage1 <- matrix(0, 4, 4) > for(p in 0:3){ > for(q in 0:3){ > storage1[p + 1, q + 1] <- arima(etc)$aic > } > } > > > 2. define storage1 as a list. > > storage1 <- vector("list", 16) > i <- 0L > for(p in 0:3){ > for(q in 0:3){ > i <- i + 1L > storage1[[i]] <- arima(etc) > } > } > > lapply(storage1, '[[', "aic") # get the aic's. > > Maybe sapply is better it will return a vector. > > > Hope this helps, > > Rui Barradas > > > > > ?s 06:23 de 03/02/20, ismael ismael via R-devel escreveu: >> Hello >> I am trying to extract AICs from an ARIMA estimation with different >> combinations of p & q ( p =0,1,2,3 >> and q=0,1.2,3). I have tried using the following code unsucessfully. Can >> anyone help? >> code: >> storage1 <- numeric(16) >> for (p in 0:3){ >> for (q in 0:3){ >> storage1[p] <- arima(x,order=c(p,0,q), method="ML")} >> } >> storage1$aic >> [[alternative HTML version deleted]] >> ______________________________________________ >> R-devel at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel
ismael ismael
2020-Feb-04 13:20 UTC
[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop
I am nowaware that I should not post this type of questions on this group. However, Iwould like to have some clarifications related to the response you've?alreadyprovided. The code you provided yields accurate results, however I still haveissues grasping the loop process in case 1 & 2. In case1,?the use of?"p+1" and "q+1" is still blurry tome? Likewise "0L" and " i + 1L" in case 2. ? Can youplease provide explanations on the loop mechanisms you've used.? Le lundi 3 f?vrier 2020 ? 03:47:20 UTC?6, Rui Barradas <ruipbarradas at sapo.pt> a ?crit : Hello, You can solve the problem in two different ways. 1. Redefine storage1 as a matrix and extract the aic *in* the loop. storage1 <- matrix(0, 4, 4) for(p in 0:3){ ? for(q in 0:3){ ? ? storage1[p + 1, q + 1] <- arima(etc)$aic ? } } 2. define storage1 as a list. storage1 <- vector("list", 16) i <- 0L for(p in 0:3){ ? for(q in 0:3){ ? ? i <- i + 1L ? ? storage1[[i]] <- arima(etc) ? } } lapply(storage1, '[[', "aic")? # get the aic's. Maybe sapply is better it will return a vector. Hope this helps, Rui Barradas ?s 06:23 de 03/02/20, ismael ismael via R-devel escreveu:> Hello > I am trying to extract AICs from an ARIMA estimation with different > combinations of p & q ( p =0,1,2,3 > and q=0,1.2,3). I have tried using the following code unsucessfully. Can > anyone help? > > code: > storage1 <- numeric(16) > for (p in 0:3){ > >? ? ? for (q in 0:3){ >? >? ? ? storage1[p]? <- arima(x,order=c(p,0,q), method="ML")} > } > storage1$aic > > ??? [[alternative HTML version deleted]] > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel >[[alternative HTML version deleted]]
Seemingly Similar Threads
- Stroring and extracting AICs from an ARIMA model using a nested loop
- Stroring and extracting AICs from an ARIMA model using a nested loop
- Stroring and extracting AICs from an ARIMA model using a nested loop
- Stroring and extracting AICs from an ARIMA model using a nested loop
- doveadm dsync-server doesn't use user parameter?