[R] Determine the order of Time series
pennytianzh at hotmail.com
Mon Jul 14 21:49:39 CEST 2014
Dear R help team,
I am currently stuck on how to determine the order of a data. I have plotted the ACF and PACF of the data and it does not seem to cuts off. Is that possible to plot AIC BIC of some order(p,q) say, 0<p<6 and 0<q<10 on the same graph so that I can compare the value of AIC and BIC to determine the best model to fit? (Please see attached picture that can clear describe what I am looking for.)
Or, is there any other way to determine the order of the data?
Thank you so much for your time
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