Select the Best Model
This function retrieves the best model from a selection procedure.
best_model(x, ic = "aic")
x |
An object of class
|
ic |
A |
set.seed(18) xt = gen_arima(N=100, ar=0.3, d=1, ma=0.3) x = select_arima(xt, d=1L) best_model(x, ic = "aic") set.seed(19) xt = gen_ma1(100, 0.3, 1) x = select_ma(xt, q.min=2L, q.max=5L) best_model(x, ic = "bic") set.seed(20) xt = gen_arma(100, c(.3,.5), c(.1), 1, 0) x = select_arma(xt, p.min = 1L, p.max = 4L, q.min = 1L, q.max = 3L) best_model(x, ic = "hq")
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