AutoARIMA.ModelSelectionCriterion Property

AutoARIMAModelSelectionCriterion 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 AutoARIMAInformationCriterion ModelSelectionCriterion { get; set; }

Public Property ModelSelectionCriterion As AutoARIMAInformationCriterion
	Get
	Set

public:
property AutoARIMAInformationCriterion ModelSelectionCriterion {
	AutoARIMAInformationCriterion get ();
	void set (AutoARIMAInformationCriterion value);
}

member ModelSelectionCriterion : AutoARIMAInformationCriterion with get, set

Property Value

Type: AutoARIMAInformationCriterion
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