Re: is there a way to find the best ARIMA model

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Re: is there a way to find the best ARIMA model

esmetaman
Using forecast package.

http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/forecast/ 

Best Regards.

Message: 50
Date: Thu, 18 May 2006 18:50:15 -0400
From: "Wensui Liu" <[hidden email]>
Subject:
To: Michael <[hidden email]>
Cc: [hidden email]
Message-ID:
        <[hidden email]>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed

what is your criterion of 'best arima'? there are more than 1
criterion for 'best' model.


On 5/15/06, Michael <[hidden email]> wrote:

> I tried to find a function called "bestARIMA" but it did not show up... even
> on google it does not show up often:
>
> I've only found the following link with "bestARIMA" in it:
>
> http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf 
>
> but where is the package and the function in R?
>
>         [[alternative HTML version deleted]]
>
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