Akaike's Information Criterion
This function calculates AIC, BIC or HQ for a fitsimts object. This function currently only supports models estimated by the MLE.
## S3 method for class 'fitsimts' AIC(object, k = 2, ...)
object |
A fitsimts object. |
k |
The penalty per parameter to be used; the default k = 2 is the classical AIC. |
... |
Optionally more fitted model objects. |
AIC, BIC or HQ
Stéphane Guerrier
set.seed(1) n = 300 Xt = gen_gts(n, AR(phi = c(0, 0, 0.8), sigma2 = 1)) mod = estimate(AR(3), Xt) # AIC AIC(mod) # BIC AIC(mod, k = log(n)) # HQ AIC(mod, k = 2*log(log(n)))
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