statsmodels.tools.eval_measures.hqic

statsmodels.tools.eval_measures.hqic(llf, nobs, df_modelwc)

Hannan-Quinn information criterion (HQC)

Parameters:

llf{float, array_like}

value of the loglikelihood

nobsint

number of observations

df_modelwcint

number of parameters including constant

Returns:

hqicfloat

information criterion

References

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