bestTSestModel {dse1} | R Documentation

## Select Best Model

### Description

Select the best model.

### Usage

        bestTSestModel(models, sample.start=10, sample.end=NULL,
         criterion='aic', verbose=TRUE)

### Arguments

`models` | a list of TSestModels.
`sample.start` | the starting point to use for calculating information criteria.
`sample.end` | the end point to use for calculating information criteria.
`criterion` | Criterion to be used for model selection. see `informationTestsCalculations`. 'taic' would be a better default but this is not available for VAR and ARMA models.
`verbose` | if TRUE then additional information is printed.

### Details

Information criteria are calculated and the best model returned.

### Value

A TSestModel

### See Also

`estBlackBox1`, `estBlackBox2` `estBlackBox3` `estBlackBox4` `informationTestsCalculations`

### Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    models <- list(estVARXls(eg1.DSE.data.diff), estVARXar(eg1.DSE.data.diff))
    z <-  bestTSestModel(models)

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