- #1
mertcan
- 340
- 6
Hi everyone, while I was digging arima model I saw that BIC value is given as $k*log(n)-2*log(L)$ where $L$ is the maximized value of likelihood function whereas $k$ is number of parameters. I have found the proof of AIC but no any clue about that. I wonder how it is derived. Could you help me with the proof?
Regards;
Regards;