AicBic | R Documentation |
Compute the AIC and BIC criteria for lags from 1 to q.max
AicBic(mat.y, q.max, mat.x = NULL, trend = FALSE, intercept = TRUE)
mat.y |
A matrix object of time series |
q.max |
The maximum lag considered |
mat.x |
An optional matrix of covariates |
trend |
If a trend is considered (default to false) |
intercept |
If the test is on the intercept (default to true) |
A data frame object that contains all AIC (first row) and BIC (second row) for all the q.max lags tested.
data(example_data)
aic.bic <- AicBic(mat.y = example_data,
q.max = 2,
trend = FALSE,
intercept = TRUE)
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