AIC: Akaike's An Information Criterion

AIC.tsissm.estimateR Documentation

Akaike's An Information Criterion

Description

Extract the AIC from an estimated model.

Usage

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

Arguments

object

an object of class “tsissm.estimate”.

...

not currently used.

k

the penalty per parameter to be used; the default k = 2 is the classical AIC.

Value

a numeric value.


tsmodels/tsissm documentation built on June 22, 2022, 6:57 a.m.