[R] about ARMA(p,q) SCAN method: SAS vs. R

Huang Ivy ev1017 @end|ng |rom out|ook@com
Wed Mar 4 11:48:47 CET 2020


Hello Steve,
I�m an undergraduate from SWUFE. I�ve read your webpage about performing SCAN method for identification of ARMA(p,q) orders with R code today. But I can�t open your URLs inserted to download the R code.
So have you solved your problems now? And may I have a look at your R code please?
I�ve been learning ARMA models these days and I�m confused with the difference and relationship between EACF and CSAN in order-selection. If I just use BIC loops in my code, the output  seems not vivid enough.
Looking forward to your reply.

Yiwei Huang

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