Please find some reference online or textbook. This must be contained in the model assessment part. AIC, BIC, rolling prediction/forecasting error might be what you want.
Best wishes, Jie On Fri, Aug 3, 2012 at 4:07 AM, Soham <soham.tommarvolorid...@gmail.com>wrote: > Hi I am trying to fit a time series data.It gives a AR(2) model using the > ar > function and ARMA(1,1) model using autoarmafit function in timsac > package.How do I know which is the correct underlying model? pls help > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/AR-vs-ARMA-model-tp4639015.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<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ 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.
