information.tests {dse1}R Documentation

Tabulates selection criteria

Description

Tabulates several model selection criteria.

Usage

    information.tests(..., sample.start=1,sample.end=NULL, Print=T, warn=T)

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.

Value

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

See Also

information.tests.calculations

Examples

    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)