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