smooth (version 1.6.3)

AICc:

Description

This function extracts AICc from "smooth" objects.

Usage

AICc(object, ...)
    # S3 method for default
AICc(object, ...)

Arguments

object

Time series model.

...

Some stuff.

Value

This function returns numeric value.

Details

AICc was proposed by Nariaki Sugiura in 1978 and is used on small samples.

References

Kenneth P. Burnham, David R. Anderson (1998). Model Selection and Multimodel Inference. Springer Science & Business Media.

See Also

AIC, BIC

Examples

ourModel <- ces(rnorm(100,0,1),h=10)

AICc(ourModel,h=10)