When I read about AIC I see that it is calculated for maximum likelihood model estimation. For example, R function
arima0 estimated by
method=ML will give AIC value in model summary; but if I estimate the model by
method=CSS the summary will not give me an AIC value. So my questions are:
- Is AIC computable only for maximum likelihood parameters estimation?
- If the answer for first question is "No", then how can I calculate AIC for CSS case?
arima0 gives"partial log likelihood". Can I pass this to standard AIC formula to calculate AIC "by hand"?
Please do not advice to use ML estimation because I can not do this (have my reasons). I need strict academic explanation for my questions.