Re: [R] AR model classification

It uses the minimum AIC. HTH, Sincerely, Erin On Tue, Oct 21, 2008 at 8:59 AM, Troy Tempest <[EMAIL PROTECTED]> wrote: > > 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 i

[R] AR model classification

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