Hi all, does anyone know of a function that would calculate AIC or AICc for a
system of equations. I have several systems and I have individual AIC values
but I need a global one to assess amongst several systems of equations. The
systems are very similar to, but not exactly like VAR groups of equations. I
have the printout from one of the systems below. Many thanks in advance, Darius.
> selMod(calibresult1, Order = "AICc")
model LL K N2K AIC
1 ism1 + per1 + spread1 + unemp1 70.69719 6 19.83333 -129.39438
7 ism1 + per1 + spread1 + unemp1 -28.42095 6 19.83333 68.84191
5 ism1 + per1 + spread1 + unemp1 -31.00702 6 19.83333 74.01404
6 ism1 + per1 + spread1 + unemp1 -31.69314 6 19.83333 75.38629
4 ism1 + per1 + spread1 + unemp1 -35.55851 6 19.83333 83.11702
2 ism1 + per1 + spread1 + unemp1 -49.64393 6 19.83333 111.28787
3 ism1 + per1 + spread1 + unemp1 -52.75274 6 19.83333 117.50547
8 ism1 + per1 + spread1 + unemp1 -56.14871 6 19.83333 124.29742
deltAIC w_i AICc deltAICc w_ic
1 0.0000 1 -128.64438 0.0000 1
7 198.2363 0 69.59191 198.2363 0
5 203.4084 0 74.76404 203.4084 0
6 204.7807 0 76.13629 204.7807 0
4 212.5114 0 83.86702 212.5114 0
2 240.6822 0 112.03787 240.6822 0
3 246.8999 0 118.25547 246.8999 0
8 253.6918 0 125.04742 253.6918 0
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