On Mon, 15 Mar 2010, Talha Yalta wrote:
Why is it that gretl and R return different values for the Akaike
and
Schwarz criteria? If it is because of the parameter k setable in R, I
think it would be useful to include in the function reference some
info about gretl's computaiton method.
User's Guide, chapter 19, Model Selection Criteria.
Allin Cottrell