
I know for ARIMA models in R, there is an order parameter. I want to create a diverse set of ARIMA models by modifying the p,q,and d terms. I have a for loop that applies ARIMA models to a time series in this order:
ARIMA(1,1,1)
ARIMA(2,2,2)
ARIMA(3,3,3)
ARIMA(4,4,4)
ARIMA(5,5,5).
Does this make any sense statistically?
