informationTests            package:dse1            R Documentation

_T_a_b_u_l_a_t_e_s _s_e_l_e_c_t_i_o_n _c_r_i_t_e_r_i_a

_D_e_s_c_r_i_p_t_i_o_n:

     Tabulates several model selection criteria.

_U_s_a_g_e:

         informationTests(..., sample.start=1,sample.end=NULL, Print=TRUE, warn=TRUE)

_A_r_g_u_m_e_n_t_s:

     ...: 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.

   Print: If FALSE then printing suppressed.

    warn: If FALSE then some warning messages are suppressed.

_V_a_l_u_e:

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

_S_e_e _A_l_s_o:

     'informationTestsCalculations'

_E_x_a_m_p_l_e_s:

         if(is.R()) data("eg1.DSE.data.diff", package="dse1")
         model1 <- estVARXls(eg1.DSE.data.diff)
         model2 <- estVARXar(eg1.DSE.data.diff)
         informationTests(model1, model2)

