I currently have the following formulas:
$AIC = \ln(\sigma^2)+2(p+q+1)/T$
$BIC = \ln(\sigma^2)+ln(T)(p+q+1)/T$
This does not work for every $ARMA(p,q)$ model. How do I amend the formula depending on the number of parameters?
I currently have the following formulas:
$AIC = \ln(\sigma^2)+2(p+q+1)/T$
$BIC = \ln(\sigma^2)+ln(T)(p+q+1)/T$
This does not work for every $ARMA(p,q)$ model. How do I amend the formula depending on the number of parameters?
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