Difference in AIC between AR(p) and AR(p+1) models – stats.stackexchange.com

Difference in AIC between AR(p) and AR(p+1) models – stats.stackexchange.com

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I have a situation where my AR(2) model has a lower AIC value (-98.49) than both the AR(1) (-75.84) and the AR(3) model (-92.91). As you can see, the difference in AIC between the AR(2) and the AR(3) ...

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