get_IC

loglik

number of (freely estimated) parameters in the model.

npars

numbers of observations with starting values excluded for conditional models.

<code>get_IC</code> calculates AIC, HQIC and BIC

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
Student's t Mixture Autoregressive (StMAR) and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Mika Meitz, Daniel Preve, Pentti Saikkonen (2018) <arXiv:1805.04010>.

get_IC: Calculate AIC, HQIC and BIC

Description

Usage

Arguments

Value