bestTSestModel {dse1} | R Documentation |
Select the best model.
bestTSestModel(models, sample.start=10, sample.end=NULL, criterion='aic', verbose=TRUE)
models |
a list of TSestModels. |
sample.start |
the starting point to use for calculating information criteria. |
sample.end |
the end point to use for calculating information criteria. |
criterion |
Criterion to be used for model
selection. see informationTestsCalculations . 'taic' would
be a better default
but this is not available for VAR and ARMA models. |
verbose |
if TRUE then additional information is printed. |
Information criteria are calculated and the best model returned.
A TSestModel
estBlackBox1
,
estBlackBox2
estBlackBox3
estBlackBox4
informationTestsCalculations
if(is.R()) data("eg1.DSE.data.diff", package="dse1") models <- list(estVARXls(eg1.DSE.data.diff), estVARXar(eg1.DSE.data.diff)) z <- bestTSestModel(models)