ssgetHQIC¶
Purpose¶
Computes the Hannan–Quinn information criterion from loglikelihood.
Format¶
-
hqic =
ssgetHQIC
(loglikelihood, df, numObs)¶ - Parameters:
loglikelihood (Scalar) – Loglikelihood value.
df (Scalar) – Degrees of freedom.
numObs (Scalar) – Number of observations.
- Returns:
hqic (Scalar) – Computed Hannan–Quinn information criterion.
Examples¶
// Loglikelihood value
ll = -38.3;
// Degrees of freedom
df_model = 2;
// Number of observations
numObs = 150;
// Compute HQIC
hqic = ssgetHQIC(ll, df_model, numObs);
The code above results in the following:
hqic = 79.82
Source¶
ssmain.src
See also
Functions ssgetAICC()
, ssgetBIC()
, ssgetAIC()