Publications by Steven Sabol

Monetary Policy & Credit Easing pt. 8: Econometrics Tests in R

02.01.2012

Hello, folks its time to cover some important econometrics tests you can do in R.The Akaike information criterion is a measure of the relative goodness of fit of a statistical model.  If you have 10 models and order them by AIC, the one with the smallest AIC is your best model, ceterus paribus.The following code can figure the AIC...

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