Using Statistical Model to Study the Daily Closing Price Index in the Kingdom of Saudi Arabia (KSA)

Table 4

Selection criterion for selection model. The NEC criterion is more than one which indicates that there is no clustering structure in the data.

Selection criterion for the selected model
DF	Entropy	NEC	Log-likelihood	ICL	AIC	BIC
6.000	1424.349	25.436	−15982.566	−34859.124	−31977.132	−32010.427