Documentation

Model Comparisons

Tests for nested models and information criteria

Functions

aicbic Akaike or Bayesian information criteria
lmtest Lagrange multiplier test of model specification
lratiotest Likelihood ratio test of model specification
waldtest Wald test of model specification
vgxcount Count VARMAX model parameters
vgxloglik VARMAX model loglikelihoods
arma2ar Convert ARMA model to AR model
arma2ma Convert ARMA model to MA model
var2vec Convert VAR model to VEC model
vec2var Convert VEC model to VAR model
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