get_vals_lagcrit: Compute values for lag length criteria

Description Usage Arguments References

View source: R/RcppExports.R

Description

Compute values for 'AICc', 'AIC', or 'BIC'.

Schwarz, Gideon E. (1978). "Estimating the dimension of a model", Annals of Statistics, 6 (2): 461–464.

Usage

1
get_vals_lagcrit(y, x, lag_crit, h, k, max_lags, n_obs)

Arguments

y

List with left (endogenous) variables.

x

List with right (exogenous) variables.

lag_crit

Integer: 'AICc'= 1, 'AIC' = 2, 'BIC' = 3.

h

Integer.

k

Integer.

max_lags

Integer.

References

Akaike, H. (1974). "A new look at the statistical model identification", IEEE Transactions on Automatic Control, 19 (6): 716–723.


lpirfs documentation built on March 24, 2021, 1:10 a.m.