BIC {tsDyn}R Documentation

Bayesian (Schwarz) information criterion

Description

Function calling AIC witk k= log(n) as default instead of k=2.

Usage

BIC(object, ...,k)

Arguments

object object of class lm or nlar
... further arguments passed to AIC
k penalty term

Details

This is just a direct function to use the BIC criterion from the AIC. The penalty term is: k=log(N). N is the number of observations in the initial series and hence does not correspond to the number of fitted observations with time series due to the lagged ariables.

Value

Numeric value with the corresponding BIC

Author(s)

Matthieu Stigler

Examples


mod.linear<-linear(log10(lynx), m=2)
mod.setar <- setar(log10(lynx), m=2, thDelay=1, th=3.25)

AIC(mod.linear)
AIC(mod.setar)

BIC(mod.linear)
BIC(mod.setar)


[Package tsDyn version 0.7-1 Index]