dse (version 2003.6-1)

bestTSestModel: Select Best Model

Description

Select the best model.

Usage

bestTSestModel(models, sample.start=10, sample.end=NULL,
     criterion='aic', verbose=TRUE)

Arguments

models

a list of TSestModels.

sample.start

the starting point to use for calculating information criteria.

sample.end

the end point to use for calculating information criteria.

criterion

Criterion to be used for model selection. see informationTestsCalculations. 'taic' would be a better default but this is not available for VAR and ARMA models.

verbose

if TRUE then additional information is printed.

Value

• A TSestModel

Details

Information criteria are calculated and the best model returned.

See Also

estBlackBox1, estBlackBox2 estBlackBox3 estBlackBox4 informationTestsCalculations

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
models <- list(estVARXls(eg1.DSE.data.diff), estVARXar(eg1.DSE.data.diff))
z <-  bestTSestModel(models)