Dear R users, I took a closer look to the AIC-procedure for determining the order m of an VAR(m) process of the function ar() in package stats.
Function ar() in package stats: AIC procedure and time series length
1 message · Andreas Klein
1 message · Andreas Klein
Dear R users, I took a closer look to the AIC-procedure for determining the order m of an VAR(m) process of the function ar() in package stats.