On 13/04/2012 07:32, Joon-Taek Yoo wrote:
Hello
I have a question on the seasonal decomposition based on Loess smoothing
(called "stl") for the R statistics package.
I am wondering how to calculate value of AIC (Akaike Information Criterion)
for the seasonal decomposition by stl in R.
AIC is only defined for maximum-likelihood fitting of parametric models.
So you are asking how to calculate something that is not even defined:
please discuss this with your statistics advisor.
Thanks,
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Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
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