informationTestsCalculations {dse} R Documentation

## Calculate selection criteria

### Description

Calculates several model selection criteria.

### Usage

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


### Arguments

 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.

### Value

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.

informationTests
    data("eg1.DSE.data.diff", package="dse")