finding model order components for arima()

[nandan amar]

Hi,
I am trying to model a time series using arima(). For getting the
model order components(p, d, q and P,D,Q) I am using procedure
discussed in [1] in section 3.2 . It is  most likely hit and trial
method based on lower AIC  value.
I want to know what is the correct way to find model order components
or the method described in [1] is the appropriate one.
thanks in advance.

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[nandan amar]

Amar <nandan.amar <at> gmail.com> writes:

>
> Hi,
> I am trying to model a time series using arima(). For getting the
> model order components(p, d, q and P,D,Q) I am using procedure
> discussed in [1] in section 3.2 . It is  most likely hit and trial
> method based on lower AIC  value.
> I want to know what is the correct way to find model order components
> or the method described in [1] is the appropriate one.
> thanks in advance.
>
>

[1]Automatic Time Series Forecasting: The forecast Package for R
(http://www.jstatsoft.org/v27/i03)

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