[19131] in s-news-athena
[S] Akaike's Information Criterion (AIC)
daemon@ATHENA.MIT.EDU (Kin Cheung)
Tue Sep 7 16:51:49 1999
Message-Id: <78E833D774B4D21190A30008C78C717E433310@exch1-ma.alkermes.com>
From: Kin Cheung <kin_cheung@alkermes.com>
To: "'s-news@wubios.wustl.edu'" <s-news@wubios.wustl.edu>
Date: Tue, 7 Sep 1999 16:44:07 -0400
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Hi there,
Can someone kindly tell me how to use Akaike's Information Criterion
to select the order of a time series. I have simulated two time series,
one is an autoregressive process and the other one is the general ARIMA.
I tried the following, but it didn't seem to work.
a1 <-arima.fracdiff.sim(model=list(d=0.3,ar=c(0.8,-0.3),ma=0),n=1024)
AIC(a1)
Error in UseMethod("AIC"): No specific or default method found
a2
<-arima.fracdiff.sim(model=list(d=0.3,ar=c(0.8,-0.3),ma=c(0.2,0.7)),n=1024)
AIC(a2)
thanks very much!
Kin
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