Skip to content

statsmodels 0.14.4

statsmodels.tsa.ardl.ARDLResults.aic

v0.14.4
10.5k
3.3k

statsmodels.tsa.ardl.ARDLResults.aic¶

ARDLResults.aic¶

Akaike Information Criterion using Lutkepohl’s definition.

$- 2 l l f + \ln (n o b s) (1 + d f_{m o d e l})$

Last update: Oct 03, 2024