AICc.BD: AICc (Brockwell and Davis (1991))

Description Usage Arguments

Description

AICc (Brockwell and Davis (1991))

Usage

1
AICc.BD(covmat, p, m, n)

Arguments

covmat

covariance matrix of innovations

p

order of autoregression

m

dimension of the variable

n

number of observations


ruizhima/AICC documentation built on May 28, 2019, 9:57 a.m.