[R] is there a way to find the best ARIMA model automatically in R?

Wensui Liu liuwensui at gmail.com
Fri May 19 00:50:15 CEST 2006


what is your criterion of 'best arima'? there are more than 1
criterion for 'best' model.


On 5/15/06, Michael <comtech.usa at gmail.com> wrote:
> I tried to find a function called "bestARIMA" but it did not show up... even
> on google it does not show up often:
>
> I've only found the following link with "bestARIMA" in it:
>
> http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf
>
> but where is the package and the function in R?
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>


-- 
WenSui Liu
(http://spaces.msn.com/statcompute/blog)
Senior Decision Support Analyst
Health Policy and Clinical Effectiveness
Cincinnati Children Hospital Medical Center




More information about the R-help mailing list