informationTestsCalculations      package:dse1      R Documentation

_C_a_l_c_u_l_a_t_e _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:

     Calculates several model selection criteria.

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

         informationTestsCalculations(lst, sample.start=1,sample.end=NULL, warn=TRUE)

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

     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.

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

     The calculated values are returned in a vector with names: port,
     like,  aic, bic, gvc, rice, fpe, taic, tbic, tgvc, trice and tfpe.
     These correspond to values for the  Portmanteau test, likelihood, 
     Akaike Information Criterion, Bayes  Information Criterion, 
     Generalized Cross Validation, Rice Criterion, and Final Prediction
     Error.  The preceeding 't' indicates that the theoretical
     parameter space  dimension has been used, rather than the number
     of  coefficient (parameter) values. Methods which select a model
     based on some information criterion calculated by
     'informationTestsCalculations' should use the name of the vector
     element to specify the test value which is to be used.

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

     'informationTests'

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

         if(is.R()) data("eg1.DSE.data.diff", package="dse1")
         model <- estVARXls(eg1.DSE.data.diff)
         informationTestsCalculations(model)

