dse: informationTests – R documentation

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dse

informationTests

Tabulates selection criteria

Description

Tabulates several model selection criteria.

Usage

informationTests(..., sample.start=1,sample.end=NULL, Print=TRUE, warn=TRUE)

Arguments

`...`	At least one object of class TSestModel.
`sample.start`	The start of the period to use for criteria calculations.
`sample.end`	The end of the period to use for criteria calculations. If omitted the end of the sample is used.
`Print`	If FALSE then printing suppressed.
`warn`	If FALSE then some warning messages are suppressed.

Value

A matrix of the value for each model on each test returned invisibly.

Side Effects

Criteria are tabulated for all models in the list.

Examples

data("eg1.DSE.data.diff", package="dse")
    model1 <- estVARXls(eg1.DSE.data.diff)
    model2 <- estVARXar(eg1.DSE.data.diff)
    informationTests(model1, model2)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release