Looping with arima in R

0 votes
I'm attempting to use the for function to perform numerous arimas.

This is what I've tried so far.

p in 0:20 for

q = for(in 0:20)

for (d from 0:3)

Suitable — Arima

(y, order = c(p, d, q), method = ML)

the accuracy (fit)

print(p);print(d);print(q)

}

}

}

For each arima, I want to obtain all the accuracy vectors in one dataset along with three additional columns for p, d, and q.

Then, I'd like to save the model's log-likelihood and AIC.

The result should therefore be a dataframe with each line representing a different model, like this.

ME RMSE MAE MPE MPE MASE ACF1 loglikeli AIC p d q

Training set x x x x x x x

Training set: w w w w w w w w w

Exercise equipment y
Jun 24 in Data Analytics by Sohail
• 2,960 points
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