AIC.GNARfit {GNAR}

Akaike's Information Criterion for GNAR models

Description

Function calculating AIC for GNARfit models.

Usage

## S3 method for class 'GNARfit'
AIC(object, ..., k=2)

Arguments

object

a GNARfit object, output from a GNARfit call.

...

additional arguments, not used here.

k

the penalty for the criterion, the default k = 2 is the standard AIC.

Details

Smaller AIC values correspond to better fit.

Value

A numeric value corresponding to the AIC (or other criterion if k is set to something other than 2). Note that the value returned is the “time-normalised” AIC for the GNAR model, and also removes any proportionality constants in the calculation.

Note

Occasionally it has been observed that when the forecast horizon has been set too high, this can result in NA AIC values. This can be resolved by reducing the forecast horizon. If package users find this problem persists or they experience any other unexpected behaviour, please contact the package maintainer.

Examples

#AIC for two different GNAR fits for fiveNet data
#GNAR(2,[1,1])
AIC(GNARfit())
#GNAR(2,[1,0])
AIC(GNARfit(betaOrder=c(1,0)))