Displaying 1 result from an estimated 1 matches for "bestord".
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bestor
2008 Oct 15
1
Forecasting using ARIMAX
...RIMA(0,1,1) : 4443.709
ARIMA(2,1,1) : 4400.818
ARIMA(1,1,0) : 4409.569
ARIMA(1,1,2) : 4400.196
ARIMA(0,1,0) : 4526.782
ARIMA(2,1,2) : 4401.824
Best model: ARIMA(1,1,1)
> (bestOrder <- cbind(modArima$arma[1],modArima$arma[5],modArima$arma[2]))
[,1] [,2] [,3]
[1,] 1 1 1
> (bestSessionOrder <- cbind(modArima$arma[3],modArima$arma[6],modArima$arma[4]))
[,1] [,2] [,3]
[1,] 0 1 0
> modArimax <- arimax(depVar[1:nTrain,], order=bes...