statsmodels.tools.eval_measures.hqic

statsmodels.tools.eval_measures.hqic(llf, nobs, df_modelwc)[source]

Hannan-Quinn information criterion (HQC)

Parameters:

  • llf ({float, array_like}) – value of the loglikelihood

  • nobs (int) – number of observations

  • df_modelwc (int) – number of parameters including constant

Returns:

hqic – information criterion

Return type:

float

References

Wikipedia does not say much