Hello
I am trying to extract AICs from an ARIMA estimation with different
combinations of p & q ( p =0,1,2,3
and q=0,1.2,3). I have tried using the following code unsucessfully. Can
anyone help?
code:
storage1 <- numeric(16)
for (p in 0:3){
for (q in 0:3){
storage1[p] <- arima(x,order=c(p,0,q), method="ML")}
}
storage1$aic