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AIC, AICC NaN question

  1. jackieParticipant 2013-01-22 at 8:09 pm

    Hi, I want to use AIC or AICC to evaluate fitting model. But when I run the following code in which sample is an array of sample data, I got NaN for AIC and AICC. Do you know what is the possible problem? Thanks, –Li

    ConditionalSumOfSquares fitting=new ConditionalSumOfSquares(sample, 1, 1, 1);
    ARIMAModel arima=fitting.getModel();
    
    System.out.println(“AIC:”+fitting.AIC());
    System.out.println(“AICC:”+fitting.AICC());
    
  2. RyuParticipant 2013-01-22 at 10:19 pm

    Can you post your entire code, i.e., [tt:3pmh72xn]sample[/tt:3pmh72xn], for us to investigate? Maybe you can try to print out and see what [tt:3pmh72xn]arima[/tt:3pmh72xn] is first?