A supporting function for TS_GARCH. Retrieves the Akaike Information
Criterion output parameter, AIC, produced by
the TS_GARCH aggregate function.
Syntax
TS_GARCH_RESULT_AIC (ts_garch_result)
Licensing prerequisites
Available only with RAP – The Trading Edition Enterprise.
Parameters
-
ts_garch_result –
a varbinary result argument generated by a call to the TS_GARCH aggregate
function.
Usage
Returns a double-precision floating point value for the resulting
Akaike Information Criterion output parameter.
IMSL mapping
Maps to the IMSLS_AIC, float *aic, argument
of imsls_d_garch.
Example
See the example for TS_GARCH.
Standards and compatibility
-
SQL –
ISO/ANSI SQL compliant
-
Sybase –
not compatible with SQL Anywhere or Adaptive Server Enterprise