medidas_modelo.r

In reos156/AnalisisSeriesTiempo:

medidas = function(m,s,k){
  # y = serie, m = modelo, k = numero parametros
  T = length(s)
  yest = fitted(m)
  sse = sum((yest-s)^2)
  ssr = sum((y-mean(s))^2)
  mse = sse/(T-k)
  R2 = 1-(sse/ssr)
  Ra2 = 1-((T-1)*(1-R2)/(T-k))
  aic = log((T-k)*exp(2*k/T)*mse/T)
  bic = log(T^(k/T)*(T-k)*mse/T)
  M = c(Ra2, mse, aic, bic)
  names(M) = c("R2-ajus","MSE","logAIC","logBIC")
  return(M)}