AIC.tsdistribution.estimate function

Akaike's An Information Criterion

Akaike's An Information Criterion

Extract the AIC from an estimated model.

## S3 method for class 'tsdistribution.estimate' AIC(object, ..., k = 2) ## S3 method for class 'tsdistribution.spdestimate' AIC(object, ..., k = 2)

Arguments

  • object: an object of class tsdistribution.estimate .
  • ...: not currently used.
  • k: the penalty per parameter to be used; the default k = 2 is the classical AIC.

Returns

The AIC value (scalar).