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2006 Sep 28
0
AIC in R
...--------------------------------------------- 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$loglik + 2*(1+1) fit3AR1$aic -2* fit4AR1$loglik + 2*(1+1+1+1) fit4AR1$aic -2*...