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()