HQICHannan-Quinn Information Criterion (statistics)
HQICHelmut Quirxtner International Consulting (Austria)
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A short-term Granger causality was not present because the lag-order selection statistics which is based on Schwarz's Bayesian information criterion (SBIC) and the Hannan and Quinn information criterion (HQIC) suggested maximum of 1-year lag in the model.
Then, we report the maximum-likelihood estimators (and the corresponding standard errors in parentheses) of the parameters and values of AIC, BIC, HQIC, and CAIC in Table 2.
The distribution that corresponds to the lowest -LL, AIC, CAIC, BIC, and HQIC is judged to be the best out of the competing distributions.
The traditional methods include the Akaike's information criterion (AIC), the Schwarz's Bayesian information criterion (SBIC), the Hannan-Quinn information criterion (HQIC) and the general to specific (GTS) methodology.
Hurrich and Tsai (1989) pointed out using SBIC and HQIC techniques for model specifications are order consistent and not appropriate like the AIC.
(1) The lags were determined using the Akaike Information Criterion (AIC) and Schwarz Bayesian Criterion (SBC) and other information criterion such as FPE and HQIC.
Os tres criterios de informacao empregados--Schwarz (SIC), Akaike (AIC) e Hannan-Quinnn (HQIC)--levam ao mesmo modelo MA(2): [DELTA][Y.sub.t] = [mu] + [[theta].sub.2][[epsilon].sub.t-2] + [[epsilon].sub.t].
Tabela 3 - Criterio de escolha do numero de defasagens Lag LL LR p FPE 0 536.445 7.4e-08 1 565.674 58.457 0.000 5.5e-08 2 578.556 25.765 * 0.002 5.2e-08 * 3 584.539 11.966 0.215 5.4e-08 4 591.127 13.176 0.155 5.6e-08 Lag AIC HQIC SBIC 0 -7,90289 -7,87666 -7,83833 1 -8,20257 -8.09763 * -7.94433 * 2 -8.26009 * -8,07643 -7,80816 3 -8,21539 -7,95303 -7,56978 4 -8,17966 -7,83859 -7,34035 Fonte: Elaborado pelos autores, 2012.
The Akaike information criterion (AIC), Bayesian information criterion and Hannan-Quinn information criterion (HQIC) were used to determine the number of preference classes.
Tambien se suelen emplear herramientas estadisticas menos formales, tales como el Criterio de Informacion (IC) de Akaike (AIC), el AIC Corregido (AICC), el AIC Consistente (CAIC), el Criterio de Informacion Bayesiano (BIC) y el Criterio de Informacion Hannan-Quinn (HQIC), asi como diversas versiones surgidas a partir de estos.