[R] AR model classification
Troy Tempest
dmcmillan at eee.strath.ac.uk
Tue Oct 21 15:59:26 CEST 2008
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.
More information about the R-help
mailing list