information.tests.calculations {dse1}R Documentation

Calculate selection criteria

Description

Calculates several model selection criteria.

Usage

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

Arguments

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.

Value

The calculated values are returned in a vector.

See Also

information.tests

Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- est.VARX.ls(eg1.DSE.data.diff)
    information.tests.calculations(model)