Hello,
Is their any function in R to calculate multivariate
generalization of AIC or SBC?
Ideally, I am looking for a function which could generate a
tabular results set of AIC & SBC values for different lag length.
I think a combination of glm & AIC function could do the trick
but I would have to repeat the procedure for different lag lengths so
was wondering if there is any clean way of doing this.
TIA
Manoj
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