Hi,
I am using 'best.arima' function from forecast package to obtain point
forecast for a time series data set. The documentation says it utilizes AIC
value to select best ARIMA model. But in my case the sample size very small -
26 observations (demand data). Is it the right to use AIC value for model
selection in this case. Should I use AICc instead of AIC. If so how can I
modify best.arima function to change the selection creteria? Any pointers would
be of great help.
Thanx in advance.
Sachin
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