[R] finding model order components for arima()

Amar nandan.amar at gmail.com
Wed Mar 2 17:02:33 CET 2011


Amar <nandan.amar <at> gmail.com> writes:

> 
> Hi,
> I am trying to model a time series using arima(). For getting the
> model order components(p, d, q and P,D,Q) I am using procedure
> discussed in [1] in section 3.2 . It is  most likely hit and trial
> method based on lower AIC  value.
> I want to know what is the correct way to find model order components
> or the method described in [1] is the appropriate one.
> thanks in advance.
> 
> 
[1]Automatic Time Series Forecasting: The forecast Package for R
(http://www.jstatsoft.org/v27/i03)



More information about the R-help mailing list