hello R experts, my question is regarding arma modelling and specification.
in another older, statistics package , after determining stationarity, i would try to work out the number of ar and ma lags using an lm test. to do this i would 1. regress my dependant variable on an intercept term then 2. use LM test for serial correlation, and finally 3. use the p value of the ols residuals to get the maximum lags for the arma specification. I am interested to know how to do this LM test in R say using a function, using perhaps the fseries package? Thank you in advance, Sri ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
