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Stat Assembly > Stat Assembly Enumerations > InformationCriterionType

InformationCriterionType

Description

The InformationCriterionType enumeration is used to determine the type of information criterion.

It is used by the following property:

• IAutomaticLagSelectionSettings.InformationCriterion.

Available Values

	Value	Brief description
	0	Akaike. The Akaike criterion.
	1	Schwarz. The Schwarz criterion.
	2	HannanQuinn. The Hannan-Quinn criterion.
	3	ModifiedAkaike. The Akaike modified criterion.
	4	ModifiedSchwarz. The Schwarz modified criterion.
	5	ModifiedHannanQuinn. Modified Hannan-Quinn criterion.

See also:

Stat Assembly Enumerations