[R] ARIMA models

Gabor Grothendieck ggrothendieck at gmail.com
Tue Feb 17 17:53:37 CET 2009


see auto.arima in the forecast package.

On Tue, Feb 17, 2009 at 10:20 AM, emj83 <stp08emj at shef.ac.uk> wrote:
>
> is there some sort of R function which can advise me of the best ARIMA(p,q,r)
> model to use based on the Schwarz criterion e.g for e.g p=0-5, q =0, r=0-5
> or for example p+r< 5???
>
> or is this something I will have to write my own code for?
>
> Thanks Emma
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