AIC.tsdistribution.estimate {tsdistributions}

Akaike's An Information Criterion

Description

Extract the AIC from an estimated model.

Usage

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

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

Arguments

object

an object of class “tsdistribution.estimate”.

...

not currently used.

k

the penalty per parameter to be used; the default k = 2 is the classical AIC.

Value

The AIC value (scalar).