Hello, Could anyone tell me what rules R uses to classify an autoregressive model i.e. how it decides the number of AR parameters to use when the AR(data) function is applied?
I understood that model classification was more or less based on inspection of the acf and pacf functions. Thanks TT -- View this message in context: http://www.nabble.com/AR-model-classification-tp20090888p20090888.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.
