Hi R,

 

Was just checking the "?ar ", the autoregressive model. It's great that
R can give the order of the autoregressive model. Suppose if I had 2000
observations to fit an AR model. Then, if I am correct R builds 33+1
autoregressive models (10*log10(2000)=33)  and select the order at which
the aic's of the models were the least.

 

My question is whether the procedure "?arima " can throw the orders (p
and q) of the arima model?

 

Many Thanks,

Shubha

 

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