The final estimate for Akaike's Information Criterion (AIC)
at the optimum.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double AIC { get; } |
Visual Basic (Declaration) |
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Public ReadOnly Property AIC As Double |
Visual C++ |
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public: property double AIC { double get (); } |
Field Value
A double scalar value which is an approximation to , where L is the value of the maximum likelihood function evaluated at the parameter estimates. The approximation uses the calculation where is an estimate of the residual variance of the series, commonly known in time series analysis as the innovation variance, and n is the number of observations in the time series z(n=z.Length).Exceptions
Exception | Condition |
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Imsl.Stat..::.MatrixSingularException | is thrown if the input matrix is singular. |
Imsl.Stat..::.TooManyCallsException | is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1. |
Imsl.Stat..::.IncreaseErrRelException | is thrown if the bound for the relative error is too small. |
Imsl.Stat..::.NewInitialGuessException | is thrown if the iteration has not made good progress. |
Imsl.Stat..::.IllConditionedException | is thrown if the problem is ill-conditioned. |
Imsl.Stat..::.TooManyIterationsException | is thrown if the maximum number of iterations is exceeded. |
Imsl.Stat..::.TooManyFunctionEvaluationsException | is thrown if the maximum number of function evaluations is exceeded. |
Imsl.Stat..::.TooManyJacobianEvalException | is thrown if the maximum number of Jacobian evaluations is exceeded. |
Imsl.Stat..::.SingularTriangularMatrixException | is thrown if the input triangular matrix is singular. |
Imsl.Stat..::.NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |