R code: I have separate codes. I need someone to make them one set.seed(100) lib
ID: 3054903 • Letter: R
Question
R code:
I have separate codes. I need someone to make them one
set.seed(100)
library(forecast)
aic<-0 # Counter for correct model under aic
for(i in 1:20)
{
ar.sim<-arima.sim(model=list(ar=c(-.7,.06)),n=50) # data generation
f1<-auto.arima(ar.sim,ic="aic",trace = FALSE) # fit arima using aic
# check model fitted is ar(2) or not
if(arimaorder(f1)==c(2,0,0)){
aic=aic+1
print("1")
}
else {
print("0")
}
}
frequency=sum(aic)
# Frequency of aic criteria
relative_frequency <- frequency/20
relative_frequency
###############
set.seed(100)
library(forecast)
aicc<-0 # Counter for correct model under aicc
for(i in 1:20)
{
ar.sim<-arima.sim(model=list(ar=c(-.7,.06)),n=50) # data generation
f2<-auto.arima(ar.sim,ic="aicc",trace = FALSE) # fit arima using aicc
# check model fitted is ar(2) or not
if(arimaorder(f2)==c(2,0,0)){
aicc=aicc+1
print("1")
}
else {
print("0")
}
}
frequency=sum(aicc)
# Frequency of aicc criteria
relative_frequency <- frequency/20
relative_frequency
################
set.seed(100)
library(forecast)
bic<-0 # Counter for correct model under bic
for(i in 1:20)
{
ar.sim<-arima.sim(model=list(ar=c(-.7,.06)),n=50) # data generation
f3<-auto.arima(ar.sim,ic="bic",trace = FALSE) # fit arima using bic
# check model fitted is ar(2) or not
if(arimaorder(f3)==c(2,0,0)){
bic=bic+1
print("1")
}
else {
print("0")
}
}
frequency=sum(bic)
# Frequency of bic criteria
relative_frequency <- frequency/20
relative_frequency
Explanation / Answer
library(forecast)
func = function(method){
set.seed(100)
c<-0 # Counter for correct model under method
for(i in 1:20)
{
ar.sim<-arima.sim(model=list(ar=c(-.7,.06)),n=50) #data generation
f1<-auto.arima(ar.sim,ic=method,trace = FALSE)# fit arima using method
if(arimaorder(f1)==c(2,0,0)){
c=c+1
print("1")
}
else {
print("0")
}
}
frequency=sum(c)
# Frequency of aic criteria
relative_frequency <- frequency/20
return(relative_frequency)
}
m1 = "aic"
relative_frequency_aic = func(m1)
m2 = "aicc"
relative_frequency_aicc = func(m2)
m2 = "bic"
relative_frequency_bic = func(m2)
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