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How to determine the best fitted model by AIC between lm(y~x),lm(log(y)~x), drc(y~x) in R

You can't compare AIC between a model fitted to the original data and another model fitted to logarithmized data. In addition, Be extremely careful about comparing AICs between models fitted using ...
Stephan Kolassa's user avatar
0 votes

AIC versus cross validation in time series: the small sample case

Hyndman & Athanasopoulos "Forecasting: Principles and Practice" (3rd edition) suggests AIC for short time series. Section 13.7 states: However, with short series, there is not enough ...
Richard Hardy's user avatar
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How many lags to insert into a GARCH(m,p) model?

I think most of the applications just use GARCH(1,1). Among those that do lag order selection, not everyone considers GARCH(p,q) models with some of the intermediate lags set to zero. But if they do ...
Richard Hardy's user avatar
2 votes

Interpreting AIC relative likelihoods ( qpcR::akaike.weights() )

Generally: Relative likelihoods are relative. There is no reason that I can see for them to add to anything and setting one of them to 1 is arbitrary, but useful, as it lets us get a sense of the size ...
Peter Flom's user avatar
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