best.TSestModel {dse2} | R Documentation |
Select the best model.
best.TSestModel(models, sample.start=10, sample.end=NULL, criterion='aic', verbose=T)
models |
A list of TSestModels. |
sample.start |
The starting point to use for calculating information criteria. |
criteria |
{The selection criteria. 'taic' would be a better choice but this is not available for VAR and ARMA models.}
Information criteria are calculated and the best model returned.
A TSestModel
est.black.box1
,
est.black.box2
est.black.box3
est.black.box4
if(is.R()) data("eg1.DSE.data.diff", package="dse1") models <- list(est.VARX.ls(eg1.DSE.data.diff), est.VARX.ar(eg1.DSE.data.diff)) z <- best.TSestModel(models)