[R] AR model classification

Troy Tempest 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.


View this message in context: http://www.nabble.com/AR-model-classification-tp20090888p20090888.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list