[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop

Martin Maechler m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Mon Feb 3 12:04:45 CET 2020


>>>>> ismael ismael via R-devel 
>>>>>     on Mon, 3 Feb 2020 04:09:24 -0600 writes:

    > It works!!!
    > Thank you so much for your help!

and it was an "R help" question which  Rui  so generously answered.

But this is the R-devel mailing list.
Please do *NOT* misuse it for  R-help questions in the future:

These should go to the R-help mailing list instead!

Best,
Martin Maechler


    >> On Feb 3, 2020, at 3:47 AM, Rui Barradas <ruipbarradas using sapo.pt> wrote:
    >> 
    >> Hello,
    >> 
    >> You can solve the problem in two different ways.
    >> 
    >> 1. Redefine storage1 as a matrix and extract the aic *in* the loop.
    >> 
    >> storage1 <- matrix(0, 4, 4)
    >> for(p in 0:3){
    >> for(q in 0:3){
    >> storage1[p + 1, q + 1] <- arima(etc)$aic
    >> }
    >> }
    >> 
    >> 
    >> 2. define storage1 as a list.
    >> 
    >> storage1 <- vector("list", 16)
    >> i <- 0L
    >> for(p in 0:3){
    >> for(q in 0:3){
    >> i <- i + 1L
    >> storage1[[i]] <- arima(etc)
    >> }
    >> }
    >> 
    >> lapply(storage1, '[[', "aic")  # get the aic's.
    >> 
    >> Maybe sapply is better it will return a vector.
    >> 
    >> 
    >> Hope this helps,
    >> 
    >> Rui Barradas
    >> 
    >> 
    >> 
    >> 
    >> Às 06:23 de 03/02/20, ismael ismael via R-devel escreveu:
    >>> Hello
    >>> I am trying to extract AICs from an ARIMA estimation with different
    >>> combinations of p & q ( p =0,1,2,3
    >>> and q=0,1.2,3). I have tried using the following code unsucessfully. Can
    >>> anyone help?
    >>> code:
    >>> storage1 <- numeric(16)
    >>> for (p in 0:3){
    >>> for (q in 0:3){
    >>> storage1[p]  <- arima(x,order=c(p,0,q), method="ML")}
    >>> }
    >>> storage1$aic
    >>> [[alternative HTML version deleted]]
    >>> ______________________________________________
    >>> R-devel using r-project.org mailing list
    >>> https://stat.ethz.ch/mailman/listinfo/r-devel

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