aic5: slightly faster model estimations todo: rewrite backcast and aic.wge for real speed gains returns the top 5 aic

aic5: slightly faster model estimations todo: rewrite backcast and aic.wge for real speed gains returns the top 5 aic

aic5(x, p = 0:8, q = 0:5, type = "aic", silent = TRUE)

Arguments

x	Time series realization
p	integer vector of the ar order
q	integer vector of the ma order
type	metric to be used to compute top 5 models (aic, aicc, or bic)
silent	whether or not to return output

Value

a data frame of top 5 models

Examples

xs <- playground(200)
aic5(xs)
#>    p q       aic
#> 15 2 2 0.3463496
#> 21 3 2 0.3562756
#> 16 2 3 0.3580118
#> 27 4 2 0.3661397
#> 22 3 3 0.3680191