Extract AICs from an ARIMA using a nested loop

Question

I am trying to extract AICs & BICs 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.

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

Answer 1

One way is to use expand.grid() to get all combinations of p and q, and apply them to your arima model, i.e.

apply(expand.grid(p, q), 1, function(i) arima(d1$cnt, order = c(i[1], 0, i[2]), method = "ML")$aic)

#[1] 47222.43 38589.14 36935.33 36118.44 42569.73 35183.35 35141.13 35143.02 39448.38 35142.96 35142.58 35142.60