BIC: Bayesian Information Criterion

BIC.tsgarch.estimateR Documentation

Bayesian Information Criterion

Description

Extract the BIC from an estimated model.

Usage

## S3 method for class 'tsgarch.estimate'
BIC(object, ...)

Arguments

object

an object of class “tsgarch.estimate”.

...

not currently used.

Value

A numeric value.


tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.