I don't know FPE is but in the case of the Akiaike Information Criterion,
the actual value
depends on whether you include constants and multipliers in ( derivation of
) the formula. It doesn't matter in that case because you're only
comparing AIC's ( and the lower the better ).

Since, I don't what FPE is, I can't say but maybe it's the same issue
there, namely
that only comparisons matter so it doesn't matter what you use.


Mark



On Fri, Mar 30, 2012 at 9:22 AM, jp611 <the_usual_1@hotmail.com> wrote:

> Hello,
>
> first of all I have found lots of different versions of the FPE which have
> given me different results. I was wondering if there was an explicit
> command
> in R to compute the FPE of a model. Thank you in advance,
>
> Jonny
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Akaike-s-Final-Prediction-Error-FPE-tp4519011p4519011.html
> Sent from the R help mailing list archive at Nabble.com.
>
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