bestTSestModel {dse} 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 return the best model from ... according to criterion models should be a list of TSestModel's. models[[i]]$estimates$pred is not recalculated but a sub-sample identified by sample.start and sample.end is used and the likelihood is recalculated. If sample.end=NULL data is used to the end of the sample. taic might be a better default selection criteria but it is not available for ARMA models.

A TSestModel

### See Also

estBlackBox1, estBlackBox2 estBlackBox3 estBlackBox4 informationTestsCalculations

### Examples

data("eg1.DSE.data.diff", package="dse")
models <- list(estVARXls(eg1.DSE.data.diff), estVARXar(eg1.DSE.data.diff))
z <-  bestTSestModel(models)


[Package dse version 2020.2-1 Index]