ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model
Abstract-arimafit-, based on -mlfit- (STB-45) calculates the Akaike and Schwarz information criteria (AIC, SIC) for single-equation arima models. These criteria are often used to select among competing arima specifications. The command defines the scalars np (number of estimated parameters), llf (minus twice the log of the likelihood), aic and sic for later use. This is version 1.1 of the software.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S386601.
Programming language: Stata
Requires: Stata version 6.0
Date of creation: 10 Aug 1999
Date of revision:
Note: This module may be installed from within Stata by typing "ssc install arimafit". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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