[R] AICc vs AIC for model selection

From: Sachin J <sachinj.2006_at_yahoo.com>
Date: Thu 13 Jul 2006 - 23:08:58 EST


Hi,    

  I am using 'best.arima' function from forecast package to obtain point forecast for a time series data set. The documentation says it utilizes AIC value to select best ARIMA model. But in my case the sample size very small - 26 observations (demand data). Is it the right to use AIC value for model selection in this case. Should I use AICc instead of AIC. If so how can I modify best.arima function to change the selection creteria? Any pointers would be of great help.    

  Thanx in advance.    

  Sachin                  


        [[alternative HTML version deleted]]



R-help@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 Received on Thu Jul 13 23:21:06 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 14 Jul 2006 - 00:15:10 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.