Stat Assembly > Stat Assembly Interfaces > IVARStatistics
Assembly: Stat;
The IVARStatistics interface returns statistics of vector autoregression.
IVARStatistics
Property name | Brief description | |
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AIC | The AIC property returns the Akaike information criterion. |
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LLV | The LLV property returns the value of the likelihood function. |
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RC | The RC property returns determinant for the matrix of residuals covariance. |
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RCadj | The RCadj property returns adjusted determinant for the matrix of residuals covariance. |
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SC | The SC property returns the Schwarz criterion. |
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