If you look at the documentation for ar, you will find the following
description of aic:
aic The differences in AIC between each model and the best-fitting
model
So this means that your model order is 5 (look at the pacf).
If you want the actual AIC of your model: (I call your datafile "A.txt")
d1 = read.table("A.txt", header=F)
d1.ts = ts(d1$V1)
pacf(d1.ts)
d1.ar = arma(d1.ts, order = c(5,0))
summary(d1.ar)
The summary tells you that your AIC is -226.87
Hope that helps,
Ravi
--
View this message in context:
http://r.789695.n4.nabble.com/how-can-i-get-AIC-value-for-AR-model-tp4525253p4526042.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
