4.7.6.1.8. statsmodels.tools.eval_measures.hqic¶

statsmodels.tools.eval_measures.hqic(llf, nobs, df_modelwc)[source]¶

Hannan-Quinn information criterion (HQC)

Parameters:

llf : float

value of the loglikelihood

nobs : int

number of observations

df_modelwc : int

number of parameters including constant

Returns:

hqic : float

information criterion

References

Wikipedia doesn’t say much