# NDK_FARIMA_GOF

 int __stdcall NDK_FARIMA_GOF ( double * pData, size_t nSize, double mean, double sigma, double nIntegral, double * phis, size_t p, double * thetas, size_t q, WORD retType, double * retVal )

Computes the log-likelihood ((LLF), Akaike Information Criterion (AIC) or other goodness of fit function of the FARIMA model.

Returns
status code of the operation
Return values
 NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See Macros for full list.
Parameters
[in] pData is the univariate time series data (a one dimensional array).
[in] nSize  is the number of observations in pData.
[in] mean  is the ARMA model mean (i.e. mu).
[in] sigma is the standard deviation of the model's residuals/innovations.
[in] nIntegral  is the model's integration order.
[in] phis  are the parameters of the AR(p) component model (starting with the lowest lag).
[in] p is the number of elements in phis (order of AR component)
[in] thetas  are the parameters of the MA(q) component model (starting with the lowest lag).
[in] q is the number of elements in thetas (order of MA component)
[in] retType is a switch to select a fitness measure
Order   Description
1 Log-Likelihood Function (LLF) (default)
2 Akaike Information Criterion (AIC)
3 Schwarz/Bayesian Information Criterion (SIC/BIC)
4 Hannan-Quinn information criterion (HQC)
[out] retVal is the calculated GOF return value
Requirements