information.tests.calculations {dse1} | R Documentation |
Calculates several model selection criteria.
information.tests.calculations(lst, sample.start=1,sample.end=NULL, warn=T)
lst |
One or more objects 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. |
warn |
If FALSE then some warning messages are suppressed. |
The calculated values are returned in a vector.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- est.VARX.ls(eg1.DSE.data.diff) information.tests.calculations(model)