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- df <- data.frame(x1 = rnorm(50), x2 = rnorm(50))
- model <- VARselect(df, exogen = cbind(x3 = rnorm(50)))
- model
- $selection
- AIC(n) HQ(n) SC(n) FPE(n)
- 1 1 1 1
- $criteria
- 1 2 3 4 5 6 7
- AIC(n) 0.3819556 0.5409510 0.5559532 0.6966488 0.7490992 0.721105 0.8037243
- HQ(n) 0.5040847 0.7241447 0.8002114 1.0019715 1.1154865 1.148557 1.2922407
- SC(n) 0.7197315 1.0476148 1.2315050 1.5410885 1.7624269 1.903321 2.1548279
- FPE(n) 1.4671137 1.7254929 1.7627647 2.0509437 2.1971864 2.187764 2.4554746
- 8 9 10
- AIC(n) 0.9664021 0.8381916 0.616336
- HQ(n) 1.5159831 1.4488371 1.288046
- SC(n) 2.4863936 2.5270711 2.474103
- FPE(n) 3.0198382 2.8162782 2.434792
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