Note: This page has been translated by MathWorks. Please click here

To view all translated materials including this page, select Japan from the country navigator on the bottom of this page.

To view all translated materials including this page, select Japan from the country navigator on the bottom of this page.

Akaike or Bayesian information criteria

`aic = aicbic(logL,numParam)`

```
[aic,bic]
= aicbic(logL,numParam,numObs)
```

returns Akaike information
criteria (AIC) corresponding to optimized loglikelihood function
values (`aic`

= aicbic(`logL`

,`numParam`

)`logL`

), as returned by `estimate`

,
and the model parameters, `numParam`

.

[1] Box, G. E. P., G. M. Jenkins, and G. C.
Reinsel. *Time Series Analysis: Forecasting and Control*.
3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.

Was this topic helpful?