[R] good procedure to estimate ARMA(p, q)?

Hi all, I have some residuals from regression, and i suspect they have correlations in them... I am willing to cast the correlation into a ARMA(p, q) framework, what's the best way to identify the most suitable p, and q, and fit ARMA(p, q) model and then correct for the correlations in regressio

Re: [R] good procedure to estimate ARMA(p, q)?

Michael wrote: > Hi all, > > I have some residuals from regression, and i suspect they have correlations > in them... > > I am willing to cast the correlation into a ARMA(p, q) framework, > > what's the best way to identify the most suitable p, and q, and fit ARMA(p, > q) model and then correct