Hello,
You forgot the column names. The output is:
Length Class Mode
order 1 -none- numeric
ar 0 -none- numeric
var.pred1 -none- numeric
x.mean 1 -none- numeric
aic13 -none- numeric
n.used 1 -none- numeric
order.max 1
Hi all,
I am trying to fit an AR(p) model to my variable res
ar=ar(res, method="yule-walker")
The output is :
Order selected 0 sigma^2 estimated as 5.87e-06
Does this mean that the optimum value of p is 0?
But when I go for summary(ar),
I get the following:
order 1 -none- numer
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