informationTests: Tabulates selection criteria

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Tabulates several model selection criteria.

Usage

    informationTests(..., sample.start=1,sample.end=NULL, Print=TRUE, warn=TRUE)

Arguments

...	At least one object 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.
Print	If FALSE then printing suppressed.
warn	If FALSE then some warning messages are suppressed.

Value

A matrix of the value for each model on each test returned invisibly.

Side Effects

Criteria are tabulated for all models in the list.

See Also

informationTestsCalculations

Examples

    data("eg1.DSE.data.diff", package="dse")
    model1 <- estVARXls(eg1.DSE.data.diff)
    model2 <- estVARXar(eg1.DSE.data.diff)
    informationTests(model1, model2)

dse documentation built on March 26, 2020, 7:12 p.m.