BIC.MSARmdl: BIC of a 'MSARmdl' object

In MSTest: Hypothesis Testing for Markov Switching Models

BIC of a MSARmdl object

Description

This is a method for the function BIC() for objects of the class MSARmdl.

Usage

## S3 method for class 'MSARmdl'
BIC(object, ...)

Arguments

object	a fitted model object for which there exists a logLik method to extract the corresponding log-likelihood, or an object inheriting from class logLik.
...	optionally more fitted model objects.

Value

BIC value.

MSTest documentation built on Oct. 31, 2024, 1:06 a.m.