statsmodels.tools.eval_measures.hqic¶

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

Hannan-Quinn information criterion (HQC)

Parameters:

llf{float, numpy:array_like}: 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