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sar
2011 Dec 17
0
auto.arima from the Forecast package
...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 2290,37. But if I use th...