This function returns a vector of AIC values for the in-sample observations
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Time series model.
This is based on pointLik function. The formula for this is: pAIC_t = 2 * k - 2 * T * l_t , where k is the number of parameters, T is the number of observations and l_t is the point likelihood. This way we preserve the property that AIC = mean(pAIC).
The function returns the vector of point AIC values.
Ivan Svetunkov, [email protected]
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