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Table 6 Information criteria

From: Trend-cycle decomposition for Peruvian GDP: application of an alternative method

 

UC-0

UC-C

UC-N

UC-P

UC-CN

UC-CP

UC-NP

UC-CNP

AIC

632.04

630.84

632.63

649.89

603.32

610.27

622.29

636.07

BIC

649.16

653.65

655.45

672.71

631.84

638.79

650.81

670.29

  1. AIC =  − 2ln(L) + 2k, while \({\hbox{BIC}=-2}\ln(L)+\ln \left(T\right) k\)