informationTests {dse1}R Documentation

Tabulates selection criteria

Description

Tabulates several model selection criteria.

Usage

    informationTests(..., sample.start=1,sample.end=NULL, Print=TRUE, warn=TRUE)

Arguments

... At least one object of class TSestModel.
sample.start The start of the period to use for criteria calculations.
sample.end The end of the period to use for criteria calculations. If omitted the end of the sample is used.
Print If FALSE then printing suppressed.
warn If FALSE then some warning messages are suppressed.

Value

A matrix of the value for each model on each test returned invisibly.

Side Effects

Criteria are tabulated for all models in the list.

See Also

informationTestsCalculations

Examples

    data("eg1.DSE.data.diff", package="dse1")
    model1 <- estVARXls(eg1.DSE.data.diff)
    model2 <- estVARXar(eg1.DSE.data.diff)
    informationTests(model1, model2)

[Package dse1 version 2008.10-1 Index]