# Search for best ARIMA model

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## Search for best ARIMA model

 Hello, I have a several time series, which I would like to check for their best fitted Arima model (I am checking for the lowest aic value). Which lets me raise two questions: 1) is there are more efficient way, than using 6 for-loops? 2) sometimes the system cannot calculate  with given parameters - is there a more efficient solution than I found? I hope, you can help me to make this calculation quicker since I have to run this function 450 times... Thank you very much in advance, Markus arima.estim <- function(TS) {         best.model <- arima(TS, order = c(1, 0, 0), seasonal = list(order = c(0, 0, 0), period = frequency(TS)) ) # Start value # I continue with brute force- p, q, r, s are nested from 0 to 3 and i and j are nested from 0 to 2. p and  q are not both allowed to be 0. for (p in 0:3){   for( q in 0:3){     if(p==0 && q==0) {}       else {         for(r in 0:3) {           for(s in 0:3) {             for (j in 0:2) {               for(i in 0:2) {       # test, if series works     if(inherits(try(arima(TS, order = c(p, i, q), seasonal = list(order = c(r,  j, s), period = frequency(TS)) ), TRUE), 'try-error')){                 print(c(p,i,q))} #shows, which parameters didn't work -> will be removed by                  else    {                  tmp <- arima(TS, order = c(p, i, q), seasonal = list(order = c(r,  j, s), period = frequency(TS)))     # calculate again :(           if(best.model\$aic > tmp\$aic)           {                   best.model <- tmp           }               }                  }                  }                      }                  } } } }                                    best.model}         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.