AIC.arfima {arfima}R Documentation

Information criteria for arfima objects

Description

Computes information criteria for arfima objects. See AIC for more details.

Usage

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

Arguments

object

An object of class "arfima". Note these functions can only be called on one object at a time because of possible multimodality.

...

Other models fit to data for which to extract the AIC/BIC. Not recommended, as an arfima object can be multimodal.

k

The penalty term to be used. See AIC.

Value

The information criteria for each mode in a vector.

Author(s)

JQ (Justin) Veenstra

Examples



set.seed(34577)
sim <- arfima.sim(500, model = list(theta = 0.9, phi = 0.5, dfrac = 0.4))
fit1 <- arfima(sim, order = c(1, 0, 1), cpus = 2, back=TRUE)
fit2 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "g", back=TRUE)
fit3 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "h", back=TRUE)

AIC(fit1)
AIC(fit2)
AIC(fit3)



[Package arfima version 1.7-0 Index]