Hi,
I have an AR(1) series, so I thought that the order of the series should be
1. A simple lm fit with one period lag predicts the series pretty well. But
when I tried ar, I got different orders: ar.mle selected order 6,
ar.burgselected order 14, and
ar.yw selected order 6. So I am wondering maybe I miss understood what
"order" means in R? Does anyone know why would ar select order 6 or even 14
for an AR(1) series?
Thanks,
--
Tom
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