Hi everyone
I've got a problem regarding the arima() and the ar() function for autoregressive series. I would simply like to combine them. To better understand my question, I first show you how I'm using these two functions individually (see file in the attachement). 1) apply(TSX,2, function(x) ar(na.omit(x),method="mle")$order # this function finds the optimal (autoregressive) order for each series (briefly speaking: for each series I get a specific number) 2) apply(TSX,2,function(x)arima(x,order=c(1,0,0))$residuals # this function puts an autoregressive model of order 1 on each series What I'd like to do, is to combine them, such that the resulting orders (numbers) from the first function are used as orders in the second function. So in the specific example attached the results from the first function are 6,5,1 and these numbers should be used as the order in function two. I tried to simply put the two functions together as follows: apply(TSX,2,function(x) arima(x,order=c((apply(TSX,2, function(x)ar(na.omit(x),method="mle")$order))),0,0)) However, I get the error message " 'order' must be a non-negative numeric vector of length 3". Any hints? I hope you can help me with this issue. Many thanks and best regards, S.B.
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