The model selection criterion used in the optimum model search.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public AutoARIMA..::.InformationCriterion ModelSelectionCriterion { get; set; }
Visual Basic (Declaration)
Public Property ModelSelectionCriterion As AutoARIMA..::.InformationCriterion
Visual C++
public:
property AutoARIMA..::.InformationCriterion ModelSelectionCriterion {
	AutoARIMA..::.InformationCriterion get ();
	void set (AutoARIMA..::.InformationCriterion value);
}

Field Value

An InformationCriterion value specifying the model selection criterion to be used in the search for the optimum model.

Default: InformationCriterion.Akaike is chosen.

Remarks

InformationCriterion Criterion Used
Akaike Use Akaike's information criterion (AIC).
AkaikeCorrected Use Akaike's corrected information criterion (AICC).
Bayes Use the Bayesian information criterion (BIC).

See Also