Exposing AIC, BIC and HQIC from sktime models via get_fitted_params #931
Description
After fitting a time series model (i.e. ARIMA, AutoETS...etc), there is no way to retrieve individual fitting scores (i.e. AIC, BIC, HQIC..etc) for evaluation.
The following key does not exists
model.get_fitted_params()['aic']
model.get_fitted_params()['bic']
model.get_fitted_params()['hqic']