Computes AICc, AIC and BIC for VAR models.
A data.frame with endogenous variables for the VAR
A list created in lp_lin
A list with lag length criteria
Akaike, H. (1974). "A new look at the statistical model identification", IEEE Transactions on Automatic Control, 19 (6): 716–723.
Hamilton, J. D. (1994). "Time Series Analysis." Princeton: Princeton University Press.
Hurvich, C. M., and Tsai, C.-L. (1989), "Regression and time series model selection in small samples", Biometrika, 76(2): 297–307
Lütkepohl, H. (2005). "New Introduction to Multiple Time Series Analysis.", New York: Springer.
Schwarz, Gideon E. (1978). "Estimating the dimension of a model", Annals of Statistics, 6 (2): 461–464.
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