IMSL C# Numerical Library

ARSeasonalFit.AIC Property

The final estimate for Akaike's Information Criterion (AIC) at the optimum.

public double AIC {get;}

Property Value

A double containing the optimum AIC estimate. \mbox{AIC} \approx -2\ln(L)+2p, where L is the value of the maximum likelihood function evalutated at the parameter estimates.

See Also

ARSeasonalFit Class | Imsl.Stat Namespace