dse (version 2020.2-1)

informationTests: 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

# NOT RUN {
    data("eg1.DSE.data.diff", package="dse")
    model1 <- estVARXls(eg1.DSE.data.diff)
    model2 <- estVARXar(eg1.DSE.data.diff)
    informationTests(model1, model2)
# }