Syntax

C#
public double AIC { get; }

Visual Basic (Declaration)
Public ReadOnly Property AIC As Double

Visual C++
public: property double AIC { double get (); }

Field Value

A double scalar value which is an approximation to $\mbox{AIC} = -2\ln(L)+2p$ , where L is the value of the maximum likelihood function evaluated at the parameter estimates. The approximation uses the calculation

$\mbox{AIC} \approx (\rm{n-maxlag})\ln({\hat {\sigma}}^2)+2(p+1)+(\rm{n-maxlag})(\ln(2\pi)+1),$

where ${\hat {\sigma}}^2$ 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

Exception	Condition
Imsl.Stat..::.MatrixSingularException	is thrown if the input matrix is singular.
Imsl.Stat..::.TooManyCallsException	is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
Imsl.Stat..::.IncreaseErrRelException	is thrown if the bound for the relative error is too small.
Imsl.Stat..::.NewInitialGuessException	is thrown if the iteration has not made good progress.
Imsl.Stat..::.IllConditionedException	is thrown if the problem is ill-conditioned.
Imsl.Stat..::.TooManyIterationsException	is thrown if the maximum number of iterations is exceeded.
Imsl.Stat..::.TooManyFunctionEvaluationsException	is thrown if the maximum number of function evaluations is exceeded.
Imsl.Stat..::.TooManyJacobianEvalException	is thrown if the maximum number of Jacobian evaluations is exceeded.
Imsl.Stat..::.SingularTriangularMatrixException	is thrown if the input triangular matrix is singular.
Imsl.Stat..::.NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.

Syntax

Field Value

Exceptions

See Also