# K. Ensor, Rice University
# Stat 421
# Model Selection

kmodelfit<- function(x,maxp,maxq)
{

p<-maxp
q<-maxq	
n<-length(x)
aic<-matrix(0,(p+1),(q+1))
aicc<-aic
sic<-aic
Msigma2<-aic

for (i in 0:p){
	for (j in 0:q){
		h<-i+1
		m<-j+1
		k<- i+j
		if( k==0){
			Msigma2[h,m]<-var(x)
			temp<-log(Msigma2[h,m])
			aic[h,m]<-temp
			aicc[h,m]<-temp
			sic[h,m]<-temp
		}
		if( k>0){
		xfit<-arima.mle(x,model=list(order=c(i,0,j)))
		Msigma2[h,m]<-log(xfit$sigma2)
		loglik<-log(xfit$sigma2)
		aic[h,m]<-loglik+ 2*k/n
		aicc[h,m]<-loglik+(n+k)/(n-k-2)
		sic[h,m]<-loglik+ k*log(n)/n
		}
	}
}
return(Msigma2,aic,aicc,sic)
}