inform_crit: Computes information criteria for VARs
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
inform_crit R Documentation
Computes information criteria for VARs
Description
This function computes information criteria (AIC, Schwartz and
Hannan-Quinn) for VARs.
Usage
inform_crit(v)
Arguments
v
a list of VAR objects as from fitVAR.
Value
A data frame with columns AIC, BIC, and
HannanQuinn containing the information criteria values for each
VAR model in the input list.
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.
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| inform_crit | R Documentation |
Computes information criteria for VARs
Description
This function computes information criteria (AIC, Schwartz and Hannan-Quinn) for VARs.
Usage
inform_crit(v)
Arguments
v |
a list of VAR objects as from fitVAR. |
Value
A data frame with columns AIC, BIC, and
HannanQuinn containing the information criteria values for each
VAR model in the input list.
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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