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GARCHAkaike Property
Returns the value of Akaike Information Criterion evaluated at the estimated parameter array. Note that the Compute method must be invoked first before invoking this method. Otherwise, the return value is 0.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double Akaike { get; }

Property Value

Type: Double
A double scalar containing the value of Akaike Information Criterion evaluated at the estimated parameter array.
See Also