You'll find this in the forecast package, function auto.arima() Regards, José
José Iparraguirre Chief Economist Age UK T 020 303 31482 E jose.iparragui...@ageuk.org.uk Twitter @jose.iparraguirre@ageuk Tavis House, 1- 6 Tavistock Square London, WC1H 9NB www.ageuk.org.uk | ageukblog.org.uk | @ageukcampaigns For evidence and statistics on the older population, visit the Age UK Knowledge Hub http://www.ageuk.org.uk/professional-resources-home/knowledge-hub-evidence-statistics/ -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of jpm miao Sent: 27 September 2012 09:43 To: r-help Subject: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)? Hello, Is there a function in R by which one can run AR model with Bayesian Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could select the order only by AIC. Thanks, Miao [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Age UK and YouthNet are official charities for the Virgin London Marathon 2013 We need you to Run for it. Join the team and help raise vital funds to bring generations together to combat loneliness and isolation. Go to http://www.runforit.org.uk for more information or contact Helen Parson at helen.pars...@ageuk.org.uk or on 020 303 31369. Age UK and YouthNet. A lifeline, online. www.runforit.org.uk Age UK Improving later life www.ageuk.org.uk ------------------------------- Age UK is a registered charity and company limited by guarantee, (registered charity number 1128267, registered company number 6825798). Registered office: Tavis House, 1-6 Tavistock Square, London WC1H 9NA. For the purposes of promoting Age UK Insurance, Age UK is an Appointed Representative of Age UK Enterprises Limited, Age UK is an Introducer Appointed Representative of JLT Benefit Solutions Limited and Simplyhealth Access for the purposes of introducing potential annuity and health cash plans customers respectively. Age UK Enterprises Limited, JLT Benefit Solutions Limited and Simplyhealth Access are all authorised and regulated by the Financial Services Authority. ------------------------------ This email and any files transmitted with it are confide...{{dropped:28}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
