Displaying 1 result from an estimated 1 matches for "tp4650942p4650957".
2012 Nov 27
2
order.max specification problem in the ar.ols function
Hello
I am facing a curious problem.I have a time series data with which i want to
fit auto-regressive model of order p, where p runs from 1:9.I am using a
for loop which will fit an AR(p) model for each value of p using the
*ar.ols* function.
I am using the following code
for ( p in 1:9){
a=ar.ols (x=data.ts, order.max=p, demean=T, intercept=T)
}
Specifying the *order.max* to be p, it gives me a