TS_GARCH_RESULT_AIC function [Time Series]

Function

A supporting function for “TS_GARCH function [Time Series]”. Retrieves the Akaike Information Criterion output parameter, AIC, produced by the TS_GARCH aggregate function.

Syntax

TS_GARCH_RESULT_AIC (ts_garch_result)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.