Re: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
The author of the package, Rob J. Hyndman, along with Yeasmin Khandakar, published the paper "Automatic Time Series Forecasting: The forecast Package for R" in the Journal of Statistical Software, July 2008, Volume 27, Issue 3., which is freely available online. You'll find the answer there. Best, Jose From: jpm miao [miao...@gmail.com] Sent: 27 September 2012 14:48 To: Jose Iparraguirre Cc: r-help; kri...@ymail.com Subject: Re: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)? Thanks. Which function I can use for forecasting if I use the function "auto.arima()"? Should I use the function "forecast" or "predict" or anything else? Thanks, Miao 2012/9/27 Jose Iparraguirre <mailto:jose.iparragui...@ageuk.org.uk>> You'll find this in the forecast package, function auto.arima() Regards, José José Iparraguirre Chief Economist Age UK T 020 303 31482 E jose.iparragui...@ageuk.org.uk<mailto:jose.iparragui...@ageuk.org.uk> Twitter @jose.iparraguirre@ageuk Tavis House, 1- 6 Tavistock Square London, WC1H 9NB www.ageuk.org.uk<http://www.ageuk.org.uk/> | ageukblog.org.uk<http://ageukblog.org.uk/> | @ageukcampaigns For evidence and statistics on the older population, visit the Age UK Knowledge Hub http://www.ageuk.org.uk/professional-resources-home/knowledge-hub-evidence-statistics/ -Original Message- From: r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org> [mailto:r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org>] On Behalf Of jpm miao Sent: 27 September 2012 09:43 To: r-help Subject: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)? Hello, Is there a function in R by which one can run AR model with Bayesian Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could select the order only by AIC. Thanks, Miao [[alternative HTML version deleted]] __ R-help@r-project.org<mailto:R-help@r-project.org> mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code. Age UK and YouthNet are official charities for the Virgin London Marathon 2013 We need you to Run for it. Join the team and help raise vital funds to bring generations together to combat loneliness and isolation. Go to http://www.runforit.org.uk<http://www.runforit.org.uk/> for more information or contact Helen Parson at helen.pars...@ageuk.org.uk<mailto:helen.pars...@ageuk.org.uk> or on 020 303 31369. Age UK and YouthNet. A lifeline, online. www.runforit.org.uk<http://www.runforit.org.uk/> Age UK Improving later life www.ageuk.org.uk<http://www.ageuk.org.uk/> --- Age UK is a registered charity and company limited by guarantee, (registered charity number 1128267, registered company number 6825798). Registered office: Tavis House, 1-6 Tavistock Square, London WC1H 9NA. For the purposes of promoting Age UK Insurance, Age UK is an Appointed Representative of Age UK Enterprises Limited, Age UK is an Introducer Appointed Representative of JLT Benefit Solutions Limited and Simplyhealth Access for the purposes of introducing potential annuity and health cash plans customers respectively. Age UK Enterprises Limited, JLT Benefit Solutions Limited and Simplyhealth Access are all authorised and regulated by the Financial Services Authority. -- This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you receive a message in error, please advise the sender and delete immediately. Except where this email is sent in the usual course of our business, any opinions expressed in this email are those of the author and do not necessarily reflect the opinions of Age UK or its subsidiaries and associated companies. Age UK monitors all e-mail transmissions passing through its network and may block or modify mails which are deemed to be unsuitable. Age Concern England (charity number 261794) and Help the Aged (charity number 272786) and their trading and other associated companies merged on 1st April 2009. Together they have formed the Age UK Group, dedicated to improving the lives of people in later life. The three national Age Concerns in Scotland, Northern Ireland and Wales have also merged with Help the Aged in these nations to form three registered charities: Age Scotland, Age NI, Age Cymru. Age UK and YouthNet are official charities for the Virgin London Marathon 2013 We need you to Run for it. Join the team and help ra
Re: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
Thanks. Which function I can use for forecasting if I use the function "auto.arima()"? Should I use the function "forecast" or "predict" or anything else? Thanks, Miao 2012/9/27 Jose Iparraguirre > You'll find this in the forecast package, function auto.arima() > Regards, > José > > José Iparraguirre > Chief Economist > Age UK > > T 020 303 31482 > E jose.iparragui...@ageuk.org.uk > Twitter @jose.iparraguirre@ageuk > > > Tavis House, 1- 6 Tavistock Square > London, WC1H 9NB > www.ageuk.org.uk | ageukblog.org.uk | @ageukcampaigns > > > For evidence and statistics on the older population, visit the Age UK > Knowledge Hub > http://www.ageuk.org.uk/professional-resources-home/knowledge-hub-evidence-statistics/ > > > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of jpm miao > Sent: 27 September 2012 09:43 > To: r-help > Subject: [R] Is there a function that runs AR model with Schwarz Bayesian > Information Criteria (BIC)? > > Hello, > >Is there a function in R by which one can run AR model with Bayesian > Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could > select the order only by AIC. > >Thanks, > > Miao > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > > Age UK and YouthNet are official charities for the Virgin London Marathon > 2013 > > We need you to Run for it. Join the team and help raise vital funds to > bring generations together to combat loneliness and isolation. > > Go to http://www.runforit.org.uk for more information or contact Helen > Parson at helen.pars...@ageuk.org.uk or on 020 303 31369. > > Age UK and YouthNet. A lifeline, online. > > www.runforit.org.uk > > > > Age UK Improving later life > > www.ageuk.org.uk > > > > --- > Age UK is a registered charity and company limited by guarantee, > (registered charity number 1128267, registered company number 6825798). > Registered office: Tavis House, 1-6 Tavistock Square, London WC1H 9NA. > > For the purposes of promoting Age UK Insurance, Age UK is an Appointed > Representative of Age UK Enterprises Limited, Age UK is an Introducer > Appointed Representative of JLT Benefit Solutions Limited and Simplyhealth > Access for the purposes of introducing potential annuity and health > cash plans customers respectively. Age UK Enterprises Limited, JLT > Benefit Solutions Limited and Simplyhealth Access are all authorised and > regulated by the Financial Services Authority. > -- > > This email and any files transmitted with it are confidential and intended > solely for the use of the individual or entity to whom they are > addressed. If you receive a message in error, please advise the sender and > delete immediately. > > Except where this email is sent in the usual course of our business, any > opinions expressed in this email are those of the author and do not > necessarily reflect the opinions of Age UK or its subsidiaries and > associated companies. Age UK monitors all e-mail transmissions passing > through its network and may block or modify mails which are deemed to be > unsuitable. > > Age Concern England (charity number 261794) and Help the Aged (charity > number 272786) and their trading and other associated companies merged > on 1st April 2009. Together they have formed the Age UK Group, dedicated > to improving the lives of people in later life. The three national > Age Concerns in Scotland, Northern Ireland and Wales have also merged with > Help the Aged in these nations to form three registered charities: > Age Scotland, Age NI, Age Cymru. > > > > > > > > > > [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
Hello,
RSiteSearch('ar BIC')
Regards,
Pascal
Le 27/09/2012 17:43, jpm miao a écrit :
Hello,
Is there a function in R by which one can run AR model with Bayesian
Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could
select the order only by AIC.
Thanks,
Miao
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
You'll find this in the forecast package, function auto.arima()
Regards,
José
José Iparraguirre
Chief Economist
Age UK
T 020 303 31482
E jose.iparragui...@ageuk.org.uk
Twitter @jose.iparraguirre@ageuk
Tavis House, 1- 6 Tavistock Square
London, WC1H 9NB
www.ageuk.org.uk | ageukblog.org.uk | @ageukcampaigns
For evidence and statistics on the older population, visit the Age UK Knowledge
Hub
http://www.ageuk.org.uk/professional-resources-home/knowledge-hub-evidence-statistics/
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of jpm miao
Sent: 27 September 2012 09:43
To: r-help
Subject: [R] Is there a function that runs AR model with Schwarz Bayesian
Information Criteria (BIC)?
Hello,
Is there a function in R by which one can run AR model with Bayesian
Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could
select the order only by AIC.
Thanks,
Miao
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Age UK and YouthNet are official charities for the Virgin London Marathon 2013
We need you to Run for it. Join the team and help raise vital funds to bring
generations together to combat loneliness and isolation.
Go to http://www.runforit.org.uk for more information or contact Helen Parson
at helen.pars...@ageuk.org.uk or on 020 303 31369.
Age UK and YouthNet. A lifeline, online.
www.runforit.org.uk
Age UK Improving later life
www.ageuk.org.uk
---
Age UK is a registered charity and company limited by guarantee, (registered
charity number 1128267, registered company number 6825798).
Registered office: Tavis House, 1-6 Tavistock Square, London WC1H 9NA.
For the purposes of promoting Age UK Insurance, Age UK is an Appointed
Representative of Age UK Enterprises Limited, Age UK is an Introducer
Appointed Representative of JLT Benefit Solutions Limited and Simplyhealth
Access for the purposes of introducing potential annuity and health
cash plans customers respectively. Age UK Enterprises Limited, JLT Benefit
Solutions Limited and Simplyhealth Access are all authorised and
regulated by the Financial Services Authority.
--
This email and any files transmitted with it are confide...{{dropped:28}}
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Is there a function that runs AR model with Schwarz Bayesian Information Criteria (BIC)?
Hello, Is there a function in R by which one can run AR model with Bayesian Information Criteria (BIC)? To my knowledge, functions ar and ar.ols could select the order only by AIC. Thanks, Miao [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
