Returns the Hannan-Quinn information criterion at pos
.
# S4 method for REBMIX
HQC(x = NULL, pos = 1, ...)
## ... and for other signatures
see Methods section below.
a desired row number in x@summary
for which the information criterion is calculated. The default value is 1
.
currently not used.
signature(x = "REBMIX")
an object of class REBMIX
.
signature(x = "REBMVNORM")
an object of class REBMVNORM
.
Marko Nagode
E. J. Hannan and B. G. Quinn. The determination of the order of an autoregression. Journal of the Royal Statistical Society. Series B, 41(2):190-195, 1979. https://www.jstor.org/stable/2985032.