AIC for ARIMA model #922
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jmoralez
theforecastnoob
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AIC for ARIMA model
#922
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Do you plan to make it possible to obtain e.g. AIC from an ARIMA? I know AutoArima provides this, but cannot find information about this regarding the standard ARIMA. |
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Answered by
jmoralez
Sep 25, 2024
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The criterions are also included in the arima model, e.g. from statsforecast.models import ARIMA
from statsforecast.utils import AirPassengers
model = ARIMA(season_length=12).fit(AirPassengers)
model.model_['aic'], model.model_['bic'] |
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The criterions are also included in the arima model, e.g.