[R] AR model classification
dmcmillan at eee.strath.ac.uk
Tue Oct 21 15:59:26 CEST 2008
Could anyone tell me what rules R uses to classify an autoregressive model
i.e. how it decides the number of AR parameters to use when the AR(data)
function is applied?
I understood that model classification was more or less based on inspection
of the acf and pacf functions.
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