internal: internal AICc function for lasso models
In srlTS: Sparsity-Ranked Lasso for Time Series

AICc	R Documentation

internal AICc function for lasso models

internal AICc function for lasso models

Internal function for obtaining oos results

Internal function for converting time series into model matrix of lags

AICc(fit, eps = 1)

get_oos_results(fits, ytest, Xtest)

get_model_matrix(y, X = NULL, n_lags_max)

`fit`	an object with logLik method,
`eps`	minimum df used in computation
`fits`	a list of fits with different tuning parameters
`ytest`	validation data
`Xtest`	new X data, including lags
`y`	time series vector
`X`	Additional exogenous features
`n_lags_max`	Maximum number of lags to add