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

Wikipedia does not say much