Computes AICc, AIC and BIC for VAR
Computes AICc, AIC and BIC for VAR models.
get_var_lagcrit(endog_data, specs = NULL)
endog_data |
A data.frame with endogenous variables for the VAR |
specs |
A list with lag length criteria
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Lütkepohl, H. (2005). "New Introduction to Multiple Time Series Analysis.", New York: Springer.
Schwarz, Gideon E. (1978). "Estimating the dimension of a model", Annals of Statistics, 6 (2): 461–464.
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