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Select ARIMA orders by information criterion

Source: R/ts_forecast.R
morie_ts_select.Rd

Select ARIMA orders by information criterion

Usage

morie_ts_select(x, max_p = 3L, max_q = 3L, d = NULL, ic = c("aic", "bic"))

Arguments

x

A numeric series or morie_ts.

max_p, max_q

Maximum non-seasonal AR / MA orders to search.

d

Differencing order (default: the stationarity suggestion).

ic

"aic" or "bic".

Value

A list with the full results table and the best model (a fitted morie_ts_model).

Examples

morie_ts_select(cumsum(rnorm(80)), max_p = 2, max_q = 2)$best$order
#> [1] 0 1 1