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

Rui Barradas ru|pb@rr@d@@ @end|ng |rom @@po@pt
Mon Feb 3 18:32:00 CET 2020


Hello,

Inline.

Às 11:04 de 03/02/20, Martin Maechler escreveu:
>>>>>> 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!

Yes, and I had noticed it but then, after writing down the answer, 
forgot to mention it.
Thanks for the warning.

Rui Barradas

> 
> 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
> 
>      > ______________________________________________
>      > R-devel using r-project.org mailing list
>      > https://stat.ethz.ch/mailman/listinfo/r-devel
>



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