AIC function

Akaike's An Information Criterion

Akaike's An Information Criterion

Extract the AIC from an estimated model.

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

Arguments

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

Returns

A numeric value.

  • Maintainer: Alexios Galanos
  • License: GPL-2
  • Last published: 2024-10-12