AICc: Computes posterior sample of the pointwise corrected AIC...
In bayesforecast: Bayesian Time Series Modeling with Stan

Description Usage Arguments Value Author(s) Examples

Convenience function for computing the pointwise corrected Akaike Information Criteria method from a varstan object.

AICc(x)

`x`	A varstan object of the time series fitted model.

A numeric array of size R, containing the posterior samples of the AICc for a varstan object, where R is the number of iterations. If multiple chains are fitted, then the array is of length M*R, where m is the number of chains

Asael Alonzo Matamoros

 library(astsa)
 model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
 fit1 = varstan(model,iter = 500,chains = 1)

 aic1 = AICc(fit1)
 mean(aic1)