Hello,
I understand that the/ demean/ argument in the *ar()* function to fit an
autoregressive model selects the best AR model fitted to the mean deleted
observations.
What is the purpose of using this demean procedure at all?
Its seems silly as the post doesn't deal with R problems
Thanks
Berend,
I am working with a time series data.The log-likelihood is to be maximized
for a set of parameters.
Lets say that x1 and x2 are the output from two successive iterations.I am
trying to find out,
*if(all(abs(x1-x2)<.0001,say))*
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successive iterations are very close to each other,*component
wise*.
I have tried the* all* function, in which case the number of iterations are
enormous.
Is there any better way to do this?
Thanking all in advance,
Soham Chakraborty
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Thank you very much for the advice.It works that way.
Soham Chakraborty
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at is the problem.Also is there any alternative
way by which i can fit an AR(p) model where p is specified by the user?
Any help in this matter will be of immense help.
Thank you.
Soham Chakraborty
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