R help - Oct 2013 - Extracting AICc and BIC from an ARIMA model.

Hi everyone!

I am making some time series models, and as i want to compare a lot of
models I thought it would be smart to compare the AIC, AICc and BIC values
from the models. My question is, how can I extract the BIC and AICc from the
model?

As an example:

kings <-
scan("http://robjhyndman.com/tsdldata/misc/kings.dat",skip=3)
mod = arima(kings, order = c(1,0,0), include.mean=T)

obviously summary(mod) would suffice, but I don't want to have to look
through all the models (as there are alot... )

Sincerly 
Chris



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On Oct 19, 2013, at 3:44 AM, Chris89 wrote:
> Hi everyone!
> 
> I am making some time series models, and as i want to compare a lot of
> models I thought it would be smart to compare the AIC, AICc and BIC values
> from the models. My question is, how can I extract the BIC and AICc from
the
> model?
> 
> As an example:
> 
> kings <-
scan("http://robjhyndman.com/tsdldata/misc/kings.dat",skip=3)
> mod = arima(kings, order = c(1,0,0), include.mean=T)
> 
> obviously summary(mod) would suffice,
How would that "obviously" suffice? There is no summary.Arima
function, at least that I see. (Maybe you have loaded an additonal package that
you were asked to tell us about?)

> but I don't want to have to look
> through all the models (as there are alot... )
The models already have an "aic" element:
> modList <-list(mod,mod2);  sapply(modList, "[",
"aic")
$aic
[1] 352.8227

$aic
[1] 352.8227

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-- 

David Winsemius
Alameda, CA, USA