R help - Aug 2012 - AR vs ARMA model

Hi I am trying to fit a time series data.It gives a AR(2) model using the ar
function and ARMA(1,1) model using autoarmafit function in timsac
package.How do I know which is the correct underlying model? pls help 



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Please find some reference online or textbook. This must be contained in
the model assessment part.
AIC, BIC, rolling prediction/forecasting error might be what you want.

Best wishes,
Jie

On Fri, Aug 3, 2012 at 4:07 AM, Soham
<soham.tommarvoloriddle@gmail.com>wrote:
> Hi I am trying to fit a time series data.It gives a AR(2) model using the
> ar
> function and ARMA(1,1) model using autoarmafit function in timsac
> package.How do I know which is the correct underlying model? pls help
>
>
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/AR-vs-ARMA-model-tp4639015.html
> Sent from the R help mailing list archive at Nabble.com.
>
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