tools.eval_measures.hqic()

statsmodels.tools.eval_measures.hqic

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

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 : float information criterion

References

Wikipedia doesn’t say much