Hello,
Em 19-10-2013 19:07, David Winsemius escreveu:
On Oct 19, 2013, at 10:32 AM, David Winsemius wrote:
On Oct 19, 2013, at 3:44 AM, Chris89 wrote:
Hi everyone!
I am making some time series models, and as i want to compare a lot of
models I thought it would be smart to compare the AIC, AICc and BIC values
from the models. My question is, how can I extract the BIC and AICc from the
model?
As an example:
kings <- scan("http://robjhyndman.com/tsdldata/misc/kings.dat",skip=3)
mod = arima(kings, order = c(1,0,0), include.mean=T)
obviously summary(mod) would suffice,
How would that "obviously" suffice? There is no summary.Arima function, at
least that I see. (Maybe you have loaded an additonal package that you were asked to tell
us about?)
but I don't want to have to look
through all the models (as there are alot... )
The models already have an "aic" element:
modList <-list(mod,mod2); sapply(modList, "[", "aic")
$aic
[1] 352.8227
$aic
[1] 352.8227
(Please read the Fine Posting Guide.)
I evemtually did find an hidden and undocumented `summary.Arima` function in
the 'forecast' package, but most (all?) of its output was via side-effects. It
also appeared that it initially called another hidden function `print.Arima`
also using side-effects rather than retruning an object.
library(forecast)
forecast:::print.Arima
The code may be useful if you want to make a parred-down version that spits out
AIC, BIC, AICc.
As for AIC, there's an AIC method for objects of class Arima. Using the
example data and model given by the op,
AIC(mod)
[1] 352.8227
or maybe
lapply(modList, AIC)
Hope this helps,
Rui Barradas
--
David Winsemius
Alameda, CA, USA
______________________________________________
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.
David Winsemius
Alameda, CA, USA
______________________________________________
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.
______________________________________________
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.
