Akaike or Bayesian information criteria
returns Akaike information
criteria (AIC) corresponding to optimized loglikelihood function
values (aic
= aicbic(logL
,numParam
)logL
), as returned by estimate
,
and the model parameters, numParam
.
[1] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. Time Series Analysis: Forecasting and Control. 3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.