dyn_adj_best: Select Best Dynamic Adjust Model

In nelson16silva/wavcoreinf: Estimation and Evaluation of Wavelet Core Inflation Measures

Select Best Dynamic Adjust Model

Description

Given models estimated by the function dyn_adj_est, dyn_adj_best selects the best one.

Usage

dyn_adj_best(models, ic = BIC)

Arguments

models	An object generated by the funcion dyn_adj_est.
ic	Information criterion BIC or AIC.

Value

A list containing the following elements:

data	A tibble with the data used in fitting the model.
model	An lm object.
n_obs	Number of observations.
h	Horizon used in direct estimation. See dyn_adj_est.

See Also

dyn_adj_est

Examples

inf_head <- coreinf_br[["ipca"]]
inf_corems <- coreinf_br[["ipcams"]]
models <- dyn_adj_est(inf_head, inf_corems, 2, 2)
dyn_adj_best(models, ic = AIC)

nelson16silva/wavcoreinf documentation built on Feb. 17, 2025, 7:10 p.m.