AIC.arfima {arfima} | R Documentation |
arfima
objectsComputes information criteria for arfima
objects. See
AIC
for more details.
## S3 method for class 'arfima' AIC(object, ..., k = 2)
object |
An object of class "arfima". Note these functions can only be called on one object at a time because of possible multimodality. |
... |
Other models fit to data for which to extract the AIC/BIC. Not
recommended, as an |
k |
The penalty term to be used. See |
The information criteria for each mode in a vector.
JQ (Justin) Veenstra
set.seed(34577) sim <- arfima.sim(500, model = list(theta = 0.9, phi = 0.5, dfrac = 0.4)) fit1 <- arfima(sim, order = c(1, 0, 1), cpus = 2, back=TRUE) fit2 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "g", back=TRUE) fit3 <- arfima(sim, order = c(1, 0, 1), cpus = 2, lmodel = "h", back=TRUE) AIC(fit1) AIC(fit2) AIC(fit3)