BIC.VARmdl: BIC of a 'VARmdl' object

In roga11/MSTest: Hypothesis Testing for Markov Switching Models

BIC of a VARmdl object

Description

This is a method for the function BIC() for objects of the class VARmdl.

Usage

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

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.

Value

BIC value.

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