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 |