best_arima {EcoMetrics} | R Documentation |
Select Optimal Model based on BIC
Description
Select Optimal Model based on BIC
Usage
best_arima(data, max_p = 5, max_d = 2, max_q = 5)
Arguments
data |
A univariate ts object |
max_p |
Maximum AR order |
max_d |
Maximum differencing order |
max_q |
Maximum MA order |
Value
A list containing the optimal model results and the BIC value
Examples
data(keconomy)
attach(keconomy)
best_arima(UR, max_p = 5, max_d = 2, max_q = 5)
[Package EcoMetrics version 0.1.1 Index]