TS_GARCH_RESULT_AIC Function [Time Series]

A supporting function for the TS_GARCH function. Retrieves the Akaike Information Criterion output parameter, AIC, produced by the TS_GARCH aggregate function.

Syntax

TS_GARCH_RESULT_AIC (ts_garch_result)
Note: This function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.