TS_AUTO_ARIMA_RESULT_BIC Function [Scalar]

A supporting function for TS_AUTO_ARIMA. Retrieves the Bayesian Information Criterion (BIC) output parameter produced by TS_AUTO_ARIMA.

Syntax

TS_AUTO_ARIMA_RESULT_BIC(auto_arima_result)

Licensing prerequisites

Available only with RAP – The Trading Edition Enterprise.

Parameters

Usage

Returns a double-precision floating point value for the resulting Bayesian Information Criterion output parameter.

IMSL mapping

Maps to the IMSLS_BIC argument of imsls_d_auto_arima.

Example

See the example for TS_AUTO_ARIMA.

Standards and compatibility

See also


  • System Administration Guide: Volume 2 > Using OLAP

  • IMSL C Numerical Library User’s Guide: Volume 2 of 2 C Stat Library