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auto.arima from the Forecast package
2011 Dec 17
0
auto.arima from the Forecast package
...run the following command auto.arima(drivers,ic="aic",d=1,D=1,max.order=10,max.p=5,max.q=5,max.P=5,max.Q=5,stepwise=FALSE,allowdrift=FALSE) and I get the following output : Series: drivers ARIMA(0,1,1)(5,1,1)[12] Coefficients: ma1 sar1 sar2 sar3 sar4 sar5 sma1 -0.6421 -0.1341 -0.2063 -0.1076 -0.2361 -0.2205 -0.7387 s.e. 0.0718 0.1273 0.1061 0.1063 0.0938 0.1029 0.1312 sigma^2 estimated as 16916: log likelihood=-1137.18 AIC=2290.37 AICc=2291.21 BIC=2315.87 So the fitted model has an AIC of 2290,3...