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

See Also


  • System Administration Guide: Volume 2 > Using OLAP

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