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

PIKAL Petr petr@p|k@| @end|ng |rom prechez@@cz
Thu Mar 5 11:33:24 CET 2020


Hi

maybe you will got another answer from Steve.

PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

and please do not use HTML formating, it could make your message scrambled.

Cheers
Petr

> -----Original Message-----
> From: R-help <r-help-bounces using r-project.org> On Behalf Of Huang Ivy
> Sent: Wednesday, March 4, 2020 11:49 AM
> To: r-help using r-project.org
> Subject: [R] about ARMA(p,q) SCAN method: SAS vs. R
> 
> 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
> 
> 	[[alternative HTML version deleted]]



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