ic_table: Get Information Criteria Table
In rbfmvar: Residual-Based Fully Modified Vector Autoregression
View source: R/lag_selection.R
ic_table R Documentation
Get Information Criteria Table
Description
Returns a table of information criteria values for different
lag orders.
Usage
ic_table(object, max_lags = 8)
Arguments
object
An rbfmvar object.
max_lags
Maximum lag order to evaluate.
Value
A data frame with AIC, BIC, and HQ values.
Examples
# Generate example data
set.seed(123)
n <- 100
mydata <- data.frame(x = cumsum(rnorm(n)), y = cumsum(rnorm(n)))
fit <- rbfmvar(mydata, lags = 2)
ic_table(fit, max_lags = 6)
rbfmvar documentation built on April 9, 2026, 9:08 a.m.
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View source: R/lag_selection.R
| ic_table | R Documentation |
Get Information Criteria Table
Description
Returns a table of information criteria values for different lag orders.
Usage
ic_table(object, max_lags = 8)
Arguments
object |
An |
max_lags |
Maximum lag order to evaluate. |
Value
A data frame with AIC, BIC, and HQ values.
Examples
# Generate example data
set.seed(123)
n <- 100
mydata <- data.frame(x = cumsum(rnorm(n)), y = cumsum(rnorm(n)))
fit <- rbfmvar(mydata, lags = 2)
ic_table(fit, max_lags = 6)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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