ARSeasonalFit.AIC Property

ARSeasonalFitAIC Property

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

Namespace: Imsl.Stat
Assembly: 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 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.

Reference

ARSeasonalFit Class

Imsl.Stat Namespace