Members of the group I hope the is the right place fo my question.
I have been using several of the functions in the Time Series toolbox of Mathematica. I am particularly interested in identifying models for electricity price forecasting.
TimeSeriesForcast is a Mathematica function that I am using to perform forecast for several steps ahead. An option for this function is the method, for instance, Method->"AR".
How can I know the order of the model being used in the approximation? I cannot find these kind of details in the help section.
Thanks for any help you could give