From k|m@|@me @end|ng |rom y@hoo@|r  Tue Feb  4 14:20:26 2020
From: k|m@|@me @end|ng |rom y@hoo@|r (ismael ismael)
Date: Tue, 4 Feb 2020 13:20:26 +0000 (UTC)
Subject: [Rd] Stroring and extracting AICs from an ARIMA model using a
 nested loop
In-Reply-To: <6edaef9e-cd53-a81e-d1a4-4138f9de4134@sapo.pt>
References: <1120275228.1123321.1580710981461.ref@mail.yahoo.com>
 <1120275228.1123321.1580710981461@mail.yahoo.com>
 <6edaef9e-cd53-a81e-d1a4-4138f9de4134@sapo.pt>
Message-ID: <5714922.446597.1580822426141@mail.yahoo.com>

  
I am nowaware that I should not post this type of questions on this group. However, Iwould like to have some clarifications related to the response you've?alreadyprovided. The code you provided yields accurate results, however I still haveissues grasping the loop process in case 1 & 2.

In case1,?the use of?"p+1" and "q+1" is still blurry tome? Likewise "0L" and " i + 1L" in case 2.

?

Can youplease provide explanations on the loop mechanisms you've used.?




    Le lundi 3 f?vrier 2020 ? 03:47:20 UTC?6, Rui Barradas <ruipbarradas at sapo.pt> a ?crit :  
 
 Hello,

You can solve the problem in two different ways.

1. Redefine storage1 as a matrix and extract the aic *in* the loop.

storage1 <- matrix(0, 4, 4)
for(p in 0:3){
? for(q in 0:3){
? ? storage1[p + 1, q + 1] <- arima(etc)$aic
? }
}


2. define storage1 as a list.

storage1 <- vector("list", 16)
i <- 0L
for(p in 0:3){
? for(q in 0:3){
? ? i <- i + 1L
? ? storage1[[i]] <- arima(etc)
? }
}

lapply(storage1, '[[', "aic")? # get the aic's.

Maybe sapply is better it will return a vector.


Hope this helps,

Rui Barradas




?s 06:23 de 03/02/20, ismael ismael via R-devel escreveu:
> Hello
> I am trying to extract AICs from an ARIMA estimation with different
> combinations of p & q ( p =0,1,2,3
> and q=0,1.2,3). I have tried using the following code unsucessfully. Can
> anyone help?
> 
> code:
> storage1 <- numeric(16)
> for (p in 0:3){
> 
>? ? ? for (q in 0:3){
>? 
>? ? ? storage1[p]? <- arima(x,order=c(p,0,q), method="ML")}
> }
> storage1$aic
> 
> ??? [[alternative HTML version deleted]]
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
> 
  
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[Rd] Stroring and extracting AICs from an ARIMA model using a nested loop
ismael ismael