Displaying 1 result from an estimated 1 matches for "creteria".
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cafeteria
2006 Jul 12
2
AICc vs AIC for model selection
...n says it utilizes AIC value to select best ARIMA model. But in my case the sample size very small - 26 observations (demand data). Is it the right to use AIC value for model selection in this case. Should I use AICc instead of AIC. If so how can I modify best.arima function to change the selection creteria? Any pointers would be of great help.
Thanx in advance.
Sachin
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