AutoARIMAInformationCriterion Enumeration |
Indicates which information criterion is used in the optimum model search.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public enum InformationCriterion
Public Enumeration InformationCriterion
public enum class InformationCriterion
type InformationCriterion
Members
| Member name | Value | Description |
---|
| Akaike | 0 |
Indicates that Akaike's information criterion (AIC) is used
in the optimum model determination.
|
| AkaikeCorrected | 1 |
Indicates that Akaike's corrected information criterion (AICC)
is used in the optimum model determination.
|
| Bayes | 2 |
Indicates that the Bayesian information criterion (BIC) is used
in the optimum model determination.
|
See Also