Information Criteria

Computes Akaike's Information Criterion (AIC) akaike1974aicSlidingWindowReg and Bayesian Information Criterion (BIC) schwarz1978bicSlidingWindowReg.

Usage

# S3 method for class 'SWR'
AIC(object, ts_input, ts_output, ...)

# S3 method for class 'SWR'
BIC(object, ts_input, ts_output, ...)

Arguments

object

an SWR model object created using trainSWR

ts_input

a vector or ts object containing the input time series

ts_output

a vector or ts object (on the same time scale as ts_input) containing the target time series

...

currently unused

Value

AIC or BIC value

Functions

• AIC(SWR): Akaike's Information Criterion

• BIC(SWR): Bayesian Information Criterion

References