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ARIMA models

2 messages · emj83, Gabor Grothendieck

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is there some sort of R function which can advise me of the best ARIMA(p,q,r)
model to use based on the Schwarz criterion e.g for e.g p=0-5, q =0, r=0-5
or for example p+r< 5???

or is this something I will have to write my own code for?

Thanks Emma
#
see auto.arima in the forecast package.
On Tue, Feb 17, 2009 at 10:20 AM, emj83 <stp08emj at shef.ac.uk> wrote: