Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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

Library: multi
See also: modelss

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: TP A2, CH 980409
(C) MD*TECH Method and Data Technologies, 21.9.2000