information.tests {dse1} | R Documentation |
Tabulates several model selection criteria.
information.tests(..., sample.start=1,sample.end=NULL, Print=T, warn=T)
... |
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. |
A matrix of the value for each model on each test returned invisibly.
information.tests.calculations
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model1 <- est.VARX.ls(eg1.DSE.data.diff) model2 <- est.VARX.ar(eg1.DSE.data.diff) information.tests(model1, model2)