statsmodels.regression.rolling.RollingRegressionResults.bic¶

RollingRegressionResults.bic¶

Bayes’ information criteria.

For a model with a constant $-2llf+\log (n)(df\mathrm{\_}model+1)$. For a model without a constant $-2llf+\log (n)(df\mathrm{\_}model)$.