bayesforecast (version 0.0.1)

AICc: Computes posterior sample of the pointwise corrected AIC method from a varstan object

Description

Convenience function for computing the pointwise corrected Akaike Information Criteria method from a varstan object.

Usage

AICc(x)

Arguments

x

A varstan object of the time series fitted model.

Value

A numeric array of size R, containing the posterior samples of the AICc for a varstan object, where R is the number of iterations. If multiple chains are fitted, then the array is of length M*R, where m is the number of chains

Examples

# NOT RUN {
# }
# NOT RUN {
 library(astsa)
 model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
 fit1 = varstan(model,chains = 1)

 aic1 <- aic(fit1)
 mean(aic1)
# }
# NOT RUN {
# }