8000 fixed aic computation by SwytDrymz · Pull Request #9504 · statsmodels/statsmodels · GitHub
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fixed aic computation #9504

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fixed aic computation #9504

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4 changes: 2 additions & 2 deletions statsmodels/tsa/ar_model.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1053,7 +1053,7 @@ def aic(self):
r"""
Akaike Information Criterion using Lutkepohl's definition.

:math:`-2 llf + \ln(nobs) (1 + df_{model})`
:math:`-2 llf + \ln(nobs) (df_{model})`
"""
# This is based on loglike with dropped constant terms ?
# Lutkepohl
Expand All @@ -1062,7 +1062,7 @@ def aic(self):
# Stata defintion
# nobs = self.nobs
# return -2 * self.llf/nobs + 2 * (self.k_ar+self.k_trend)/nobs
return eval_measures.aic(self.llf, self.nobs, self.df_model + 1)
return eval_measures.aic(self.llf, self.nobs, self.df_model)

@cache_readonly
def hqic(self):
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0