statsmodels.tools.eval_measures.hqic

statsmodels.tools.eval_measures.hqic(llf, nobs, df_modelwc)

Hannan-Quinn information criterion (HQC)

Parameters:

• llf (float) – 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 doesn’t say much