Computes the leave-one-out cross-validation statistic (also known as PRESS -- prediction residual sum of squares), AIC, corrected AIC, BIC and adjusted R^2 values for a linear model.

CV(obj)

Arguments

obj

output from lm or tslm

Value

Numerical vector containing CV, AIC, AICc, BIC and AdjR2 values.

See also

Examples

y <- ts(rnorm(120,0,3) + 20*sin(2*pi*(1:120)/12), frequency=12) fit1 <- tslm(y ~ trend + season) fit2 <- tslm(y ~ season) CV(fit1)
#> CV AIC AICc BIC AdjR2 #> 11.2586211 290.9296316 294.9296316 329.9545160 0.9504162
CV(fit2)
#> CV AIC AICc BIC AdjR2 #> 11.1266227 289.8343573 293.2683196 326.0717500 0.9505035