dse (version R2000.6-1)

information.tests: Tabulates selection criteria

Description

Tabulates several model selection criteria.

Usage

information.tests(..., sample.start=1,sample.end=NULL, Print=T, warn=T)

Arguments

...

At least one object of class TSestModel.

sample.start

The start of the period to use for criteria calculations.

sample.end

Value

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

item

• Print
• warn

sideffects

Criteria are tabulated for all models in the list.

See Also

information.tests.calculations

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
	model1 <- est.VARX.ls(eg1.DSE.data.diff)
	model2 <- est.VARX.ar(eg1.DSE.data.diff)
	information.tests(model1, model2)