TS_AUTO_ARIMA_RESULT_AIC Function [Scalar]

A supporting function for the TS_AUTO_ARIMA function. Retrieves the Akaike's Information Criterion (AIC) output parameter produced by TS_AUTO_ARIMA.

Syntax

TS_AUTO_ARIMA_RESULT_AIC(auto_arima_result)

Licensing Prerequisites

Available only with RAP – The Trading Edition Enterprise.

Parameters

Usage

Returns a double-precision floating point value representing the Akaike's Information Criterion output parameter.

IMSL Mapping

Maps to the IMSLS_AIC argument of imsls_d_auto_arima.

Example

See the example for TS_AUTO_ARIMA.

Standards and Compatibility

Related concepts
Scalar Time Series Forecasting and Analysis Functions
Related reference
TS_AUTO_ARIMA Function [Aggregate]
TS_AUTO_ARIMA_OUTLIER Function [Aggregate]
TS_AUTO_ARIMA_RESULT_AICC [Scalar]
TS_AUTO_ARIMA_RESULT_BIC Function [Scalar]
TS_AUTO_ARIMA_RESULT_FORECAST_ERROR Function [Scalar]
TS_AUTO_ARIMA_RESULT_FORECAST_VALUE Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_P Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_Q Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_S Function [Scalar]
TS_AUTO_ARIMA_RESULT_MODEL_D Function [Scalar]
TS_AUTO_ARIMA_RESULT_RESIDUAL_SIGMA Function [Scalar]