R/helper-functions.R

In ARDL: ARDL, ECM and Bounds-Test for Cointegration

AIC_pss <- function(model){
    # maximized log-likelihood value of the model
    LLp <- stats::logLik(model)
    # number of freely estimated coefficients
    sp <- length(model$coefficients)
    c(LLp - sp)
}
BIC_pss <- function(model){
    # maximized log-likelihood value of the model
    LLp <- stats::logLik(model)
    # number of freely estimated coefficients
    sp <- length(model$coefficients)
    # number of observations
    TT <- log(stats::nobs(model))
    c(LLp - (sp/2)*TT)
}