计数 arimaorder 直到获得 order (1, 0, 0)

Question

我曾经得到一个问题的答案，如果 'arima.sim()' 函数是运行 10，如何计算 'auto.arima()' 函数真正确认 'arima.sim()' 函数中的顺序倍作为

cnt <- 0
for(i in 1:10) { 
   ar1 <- arima.sim(n = 80, model=list(ar=0.8, order = c(1, 0, 0)))
   ar2 <- auto.arima(ar1)
   if(all(arimaorder(ar2) == c(1, 0, 0))) cnt <- cnt + 1}
cnt

如何统计运行函数循环了多少次arima.sim(n = 80, model=list(ar=0.8, order = c(1, 0, 0)))才能知道有多少次顺序不会(1, 0, 0)' until it get order '(1, 0, 0)?

Answer 1

可以用while循环，不按顺序算循环，按顺序停止

count <-0
while(TRUE){
    ar1 <- arima.sim(n = 80, model=list(ar=0.8, order = c(1, 0, 0)))
    ar2 <- auto.arima(ar1)
    if(all(arimaorder(ar2)==c(1,0,0))) break
    count <- count + 1
}
count

计数 arimaorder 直到获得 order (1, 0, 0)

Count arimaorder untill order (1, 0, 0) is obtained

r

counter

arima