[R] AR model classification

Erin Hodgess
Tue, 21 Oct 2008 19:09:41 -0000

It uses the minimum AIC.

HTH,
Sincerely,
Erin


On Tue, Oct 21, 2008 at 8:59 AM, Troy Tempest
<dmcmillan at eee.strath.ac.uk> wrote:
>
> Hello,
>
> Could anyone tell me what rules R uses to classify an autoregressive model
> i.e. how it decides the number of AR parameters to use when the AR(data)
> function is applied?
>
> I understood that model classification was more or less based on inspection
> of the acf and pacf functions.
>
> Thanks
>
> TT
> --
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--
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess at gmail.com