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rebmix (version 2.4.2)
HQC: Hannan-Quinn Information Criterion
Description
Returns the Hannan-Quinn information criterion at
pos
for class REBMIX.
Usage
## S3 method for class 'REBMIX': HQC(object, pos = 1, ...)
Arguments
object
an object of class
REBMIX
.
pos
a desired row number in
summary
for which the information criterion is calculated. The default value is
1
.
...
currently not used.
References
Hannan EJ, Quinn BG (1979). The Determination of the Order of an Autoregression.
Journal of the Royal Statistical Society B
, 41, 190-195.