BIC {tsDyn} | R Documentation |
Function calling AIC witk k= log(n) as default instead of k=2.
BIC(object, ...,k)
object |
object of class lm or nlar |
... |
further arguments passed to AIC |
k |
penalty term |
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.
Numeric value with the corresponding BIC
Matthieu Stigler
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)