MSwM (version 1.5)

AIC-methods: Akaike Information Criterion for Markov Switching models.

Description

Calculates the Akaike information criterion for one Markov Switching model.

Usage

AIC(object, ..., k = 2)

Arguments

object

an object of class "MSM.lm" or "MSM.glm".

k

an optional numeric value for the penalty per parameter to be used. The default k=2 is the classical AIC.

...

currently not used.

Value

Returns a numeric value with the corresponding AIC (or BIC, or ..., depending on k).

See Also

Overview: MSwM-package Classes : '>MSM.lm, '>MSM.glm, '>MSM.fitted Methods : msmFit,summary,AIC,intervals,msmResid Plot : plot,plotProb,plotReg,plotDiag