statsmodels.tools.eval_measures.hqic

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

Hannan-Quinn information criterion (HQC)

Parameters
llffloat

value of the loglikelihood

nobsint

number of observations

df_modelwcint

number of parameters including constant

Returns
hqicfloat

information criterion

References

Wikipedia does not say much