The returned object carries the degrees of freedom and effective number of
observations used by the model, so stats::AIC() and stats::BIC()
reproduce the values reported by summary().
Usage
# S3 method for class 'jvn_model'
logLik(object, ...)See also
Other revision nowcasting:
coef.jvn_model(),
coef.kk_model(),
fitted.jvn_model(),
fitted.kk_model(),
jvn_nowcast(),
kk_nowcast(),
logLik.kk_model(),
nobs.jvn_model(),
nobs.kk_model(),
plot.jvn_model(),
plot.kk_model(),
predict.jvn_model(),
predict.kk_model(),
print.jvn_model(),
print.kk_model(),
residuals.jvn_model(),
residuals.kk_model(),
states(),
summary.jvn_model(),
summary.kk_model(),
vcov.jvn_model(),
vcov.kk_model()
Examples
# \donttest{
gdp_growth <- dplyr::filter(
tsbox::ts_pc(reviser::gdp),
id == "EA",
time >= min(pub_date),
time <= as.Date("2020-01-01")
)
gdp_growth <- tidyr::drop_na(gdp_growth)
df <- get_nth_release(gdp_growth, n = 0:3)
fit <- jvn_nowcast(df = df, e = 4, ar_order = 2, include_noise = FALSE)
logLik(fit)
#> 'log Lik.' 255.0923 (df=7)
AIC(fit)
#> [1] -496.1846
BIC(fit)
#> [1] -480.4451
# }