jpm miao
2012-Sep-27 08:43 UTC
[R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
Hello, Is there a function in R by which one can run AR model with Bayesian Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could select the order only by AIC. Thanks, Miao [[alternative HTML version deleted]]
Jose Iparraguirre
2012-Sep-27 08:53 UTC
[R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
You'll find this in the forecast package, function auto.arima()
Regards,
Jos?
Jos? Iparraguirre
Chief Economist
Age UK
T 020 303 31482
E Jose.Iparraguirre at ageuk.org.uk
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For evidence and statistics on the older population, visit the Age UK Knowledge
Hub
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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of jpm miao
Sent: 27 September 2012 09:43
To: r-help
Subject: [R] Is there a function that runs AR model with Schwarz Bayesian
Information Criteria (BIC)?
Hello,
Is there a function in R by which one can run AR model with Bayesian
Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could
select the order only by AIC.
Thanks,
Miao
[[alternative HTML version deleted]]
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Pascal Oettli
2012-Sep-27 09:05 UTC
[R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
Hello,
RSiteSearch('ar BIC')
Regards,
Pascal
Le 27/09/2012 17:43, jpm miao a ?crit :> Hello,
>
> Is there a function in R by which one can run AR model with Bayesian
> Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could
> select the order only by AIC.
>
> Thanks,
>
> Miao
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>