# AIC és BIC kritériumok viselkedésének szimulációja r<-500 n<-500 aicvalue<-matrix(nrow=r, ncol=3) bicvalue<-matrix(nrow=r, ncol=3) aicchoice<-c() bicchoice<-c() for (i in 1:r) { arproc<-arima.sim(n=n,list(ar=c(0.5, 0.3))) for (j in 1:3) { y<-arima(arproc, order=c(j,0,0)) aicvalue[i,j]<-AIC(y) bicvalue[i,j]<-BIC(y) } aicchoice[i]<-which.min(aicvalue[i,]) bicchoice[i]<-which.min(bicvalue[i,]) } tabulate(aicchoice) tabulate(bicchoice) ###### r<-500 n<-2500 aicchoice<-c() bicchoice<-c() for (i in 1:r) { arproc<-arima.sim(n=n,list(ar=c(0.5, 0.3))) aicchoice[i]<-auto.arima(arproc, max.q=0, ic="aic", stepwise=TRUE, max.p=7, d=0, D=0, max.P=0, max.Q=0)$arma[1] bicchoice[i]<-auto.arima(arproc, max.q=0, ic="bic", stepwise=TRUE, max.p=7, d=0, D=0, max.P=0, max.Q=0)$arma[1] } tabulate(aicchoice) tabulate(bicchoice)