AutoARIMA.ModelSelectionCriterion Property

The model selection criterion used in the optimum model search.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public AutoARIMA. InformationCriterion ModelSelectionCriterion { get; set; }

Public Property ModelSelectionCriterion As AutoARIMA. InformationCriterion
	Get
	Set

public:
property AutoARIMA. InformationCriterion ModelSelectionCriterion {
	AutoARIMA. InformationCriterion get ();
	void set (AutoARIMA. InformationCriterion value);
}

member ModelSelectionCriterion : AutoARIMA. InformationCriterion with get, set

Property Value

Type: AutoARIMA.InformationCriterion
An InformationCriterion value specifying the model selection criterion to be used in the search for the optimum model.

Default: InformationCriterion.Akaike is chosen.

Remarks

InformationCriterion	Criterion Used
Akaike	Use Akaike's information criterion (AIC).
AkaikeCorrected	Use Akaike's corrected information criterion (AICC).
Bayes	Use the Bayesian information criterion (BIC).

Reference

AutoARIMA Class

Imsl.Stat Namespace