| Library: | multi |
| See also: | modelss |
| Quantlet: | criterss | |
| Description: | calculates selection criteria for Subset VAR |
| Usage: | cr=criterss(r,k,t,ord,di,tb,te,adj,cri,typ,ytt) | |
| Input: | ||
| r | matrix, restrictions of Subset VAR | |
| k | integer, index | |
| t | integer, sample size | |
| ord | integer, VAR order | |
| di | integer, dimension of time series | |
| tb | integer, beginning of sample | |
| te | integer, end of sample | |
| adj | integer, 0=mean adjusted, 1=not mean adjusted | |
| cri | integer, 1=AIC, 2=HQ, 3=SC, 4=none | |
| typ | integer, model type (2=subset VAR) | |
| ytt | matrix, time series | |
| Output: | ||
| cr | matrix of selection criteria | |