Loading [MathJax]/jax/output/HTML-CSS/jax.js

Skip to content

statsmodels v0.12.2 statsmodels.tsa.ar_model.ARResults.aic

11k Stars
3.3k Forks

statsmodels.tsa.ar_model.ARResults.aic¶

ARResults.aic¶

Akaike Information Criterion using Lutkepohl’s definition.

$log(sigma) + 2*(1 + k_ar + k_trend)/nobs$