AIC function

Akaike Information Criterion for Markov Switching models.

Calculates the Akaike information criterion for one Markov Switching model. methods

AIC(object, ..., k = 2)

Arguments

• object: an object of class "MSM.lm" or "MSM.glm".
• k: an optional numeric value for the penalty per parameter to be used. The default k=2 is the classical AIC.
• ...: currently not used.

Returns

Returns a numeric value with the corresponding AIC (or BIC, or ..., depending on k).

Author(s)

Jose A. Sanchez-Espigares, Alberto Lopez-Moreno

See Also

Overview: MSwM-package

Classes : MSM.lm, MSM.glm, MSM.fitted

Methods : msmFit,summary,AIC,intervals,msmResid

Plot : plot,plotProb,plotReg,plotDiag