informCrit function

Computes information criteria for VARs

Computes information criteria for VARs

This function computes information criteria (AIC, Schwartz and Hannan-Quinn) for VARs.

informCrit(v)

Arguments

  • v: a list of VAR objects as from fitVAR.
  • Maintainer: Simone Vazzoler
  • License: GPL-2
  • Last published: 2021-04-18