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2020 Feb 03
3
Stroring and extracting AICs from an ARIMA model using a nested loop
Hello
I am trying to extract AICs from an ARIMA estimation with different
combinations of p & q ( p =0,1,2,3
and q=0,1.2,3). I have tried using the following code unsucessfully. Can
anyone help?
code:
storage1 <- numeric(16)
for (p in 0:3){
? ? for (q in 0:3){
?
? ? storage1[p]? <- arima(x,order=c(p,0,q), method="ML")}
}
storage1$aic
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2020 Feb 04
2
Stroring and extracting AICs from an ARIMA model using a nested loop
I am nowaware that I should not post this type of questions on this group. However, Iwould like to have some clarifications related to the response you've?alreadyprovided. The code you provided yields accurate results, however I still haveissues grasping the loop process in case 1 & 2.
In case1,?the use of?"p+1" and "q+1" is still blurry tome? Likewise "0L" and " i + 1L" in case 2.
?
Can youplease provide explanations on the loop mechanisms you've used.?
Le lundi 3 f?vrier 2020 ?...