VoseTimeOptimalFit and related functions

See also: VoseOptimalFit and related functions, VoseCopulaOptimalFit and related functions

 

{=VoseTimeOptimalFit ({FittedTimeSeriesObjects}, IC)}

 

 

VoseTimeOptimalFit is an array function that returns a random sample from the optimal fitting time series model amongst a set of fitted time series models.

{FittedTimeSeriesObjects} - an array of fitted time series model objects

IC - the information criteria to be used to determine which time series model fits optimal: 1 = AIC, 2 = SIC, 3 = HQIC.

See   Example model

 

Other related functions

VoseTimeOptimalFitObject ({FittedTimeSeriesObjects}, IC)   -  Returns the optimal fitting time series model object according to the selected information criteria.

VoseOptimalFitLLH ({FittedTimeSeriesObjects})  -   Returns the Log Likelihood of the optimal fitting time series model.

VoseOptimalFitAIC ({FittedTimeSeriesObjects})   -   Returns the Akaike information criteria of the optimal fitting time series model.

VoseOptimalFitHQIC ({FittedTimeSeriesObjects})  -  Returns the Hannan-Quinn information criteria of the optimal fitting time series model.

VoseOptimalFitSIC ({FittedTimeSeriesObjects})   -   Returns the Schwarz information criteria of the optimal fitting time series model.

 

ModelRisk

Monte Carlo simulation in Excel. Learn more

Tamara

Adding risk and uncertainty to your project schedule. Learn more

Navigation

FREE MONTE CARLO SIMULATION SOFTWARE

For Microsoft Excel

Download your free copy of ModelRisk Basic today. Professional quality risk modeling software and no catches

Download ModelRisk Basic now

FREE PROJECT RISK SOFTWARE

For Primavera & Microsoft Project

Download your free copy of Tamara Basic today. Professional quality project risk software and no catches.

Download Tamara Basic now
-->