ARAutoUnivariateAIC Property |
The final estimate for Akaike's Information Criterion (AIC)
at the optimum.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double AIC { get; }
Public ReadOnly Property AIC As Double
Get
public:
property double AIC {
double get ();
}
member AIC : float with get
Property Value
Type:
Double
A
double scalar value which is an approximation to
, where
L is the
value of the maximum likelihood function evaluated at the
parameter estimates. The approximation uses the calculation
where
is an estimate of
the residual variance of the series, commonly known in time
series analysis as the innovation variance, and
n
is the number of observations in the time series
z(n=z.Length).
Exceptions See Also