R Programming: Order Selection for Auto-regressive Time Series Model
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I run the following codes to select the true order for Auto-regressive process.
First, I fixed the order and then use AIC and BIC to select the order as if the order as unknown.
My questions are
- What is AIC-Exact and AIC-Approx and how to calculate them?
Thank you in advance.
r time-series code-statistics
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
add a comment |
I run the following codes to select the true order for Auto-regressive process.
First, I fixed the order and then use AIC and BIC to select the order as if the order as unknown.
My questions are
- What is AIC-Exact and AIC-Approx and how to calculate them?
Thank you in advance.
r time-series code-statistics
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
add a comment |
I run the following codes to select the true order for Auto-regressive process.
First, I fixed the order and then use AIC and BIC to select the order as if the order as unknown.
My questions are
- What is AIC-Exact and AIC-Approx and how to calculate them?
Thank you in advance.
r time-series code-statistics
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
I run the following codes to select the true order for Auto-regressive process.
First, I fixed the order and then use AIC and BIC to select the order as if the order as unknown.
My questions are
- What is AIC-Exact and AIC-Approx and how to calculate them?
Thank you in advance.
r time-series code-statistics
r time-series code-statistics
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
edited Dec 17 '18 at 22:32
ALRADDADI
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
asked Nov 22 '18 at 0:33
ALRADDADIALRADDADI
54
54
add a comment |
add a comment |
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