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fit1ar1
2006 Sep 28
0
AIC in R
...a constant term. See the
following examples:
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set.seed(1)
serieAR1 = arima.sim(100,model=list(ar= 0.5))
fit1AR1 = arima(serieAR1, order = c(0, 0, 0), include.mean = T)
fit2AR1 = arima(serieAR1, order = c(1, 0, 0), include.mean = T)
fit3AR1 = arima(serieAR1, order = c(1, 0, 0), include.mean = F)
fit4AR1 = arima(serieAR1, order = c(1, 0, 1), include.mean = T)
fit5AR1 = arima(serieAR1, order = c(1, 0, 1), include.mean = F)
-2* fit1AR1$loglik + 2*(1+1)
fit1AR1$aic
-2* fit2AR1$loglik + 2*(1+1+1)
fit2AR1$aic
-2* fit3AR1$loglik + 2*(1+...