AIC.MSARmdl: AIC of a 'MSARmdl' object

In roga11/MSTest: Hypothesis Testing for Markov Switching Models

AIC of a MSARmdl object

Description

This is a method for the function AIC() for objects of the class MSARmdl.

Usage

## S3 method for class 'MSARmdl'
AIC(object, ..., k = 2)

Arguments

object	a fitted model object for which there exists a logLik method to extract the corresponding log-likelihood, or an object inheriting from class logLik.
...	optionally more fitted model objects.
k	numeric, the penalty per parameter to be used; the default k = 2 is the classical AIC.

Value

AIC value.

roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.