[R] orders of the arima model

From: Shubha Vishwanath Karanth <shubhak_at_ambaresearch.com>
Date: Thu, 08 May 2008 17:43:25 +0530

Hi R,  

Was just checking the "?ar ", the autoregressive model. It's great that R can give the order of the autoregressive model. Suppose if I had 2000 observations to fit an AR model. Then, if I am correct R builds 33+1 autoregressive models (10*log10(2000)=33) and select the order at which the aic's of the models were the least.  

My question is whether the procedure "?arima " can throw the orders (p and q) of the arima model?  

Many Thanks,


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