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about ARMA(p,q) SCAN method: SAS vs. R

2 messages · Huang Ivy, PIKAL Petr

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Hello Steve,
I?m an undergraduate from SWUFE. I?ve read your webpage about performing SCAN method for identification of ARMA(p,q) orders with R code today. But I can?t open your URLs inserted to download the R code.
So have you solved your problems now? And may I have a look at your R code please?
I?ve been learning ARMA models these days and I?m confused with the difference and relationship between EACF and CSAN in order-selection. If I just use BIC loops in my code, the output  seems not vivid enough.
Looking forward to your reply.

Yiwei Huang
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Hi

maybe you will got another answer from Steve.

PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

and please do not use HTML formating, it could make your message scrambled.

Cheers
Petr