Description Usage Arguments Value Examples
View source: R/teststatistics.R
Returns the laglength in the prewhitening regression for which the BIC criterion is minimized.
1 | lagselection.BIC(y, Pmax = 5)
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y |
Vector of time series values to be pre-whitened. |
Pmax |
Maximum lag length to be considered. |
Lag length determined by the BIC criterion.
1 | lagselection.BIC(rnorm(100))
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