[R] AR model classification

Troy Tempest
Tue, 21 Oct 2008 13:59:26 -0000

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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