Forum Numerical Method Statistics
AIC, AICC NaN question
-
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()); -
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?