st: Re: judging ARIMA

[baum <baum@bc.edu>]

--On Saturday, June 15, 2002 2:33 -0400 Beth wrote:

> Help!  I am a novice on both STATA and ARIMA models, but have found
> STATA more useful for time series analysis.  However, I need a little
> advice from the list-serv regarding STATA's goodness of fit measures for
> ARIMA models.  Where is the command for the Schwarz-Bayesian Criterion?
> Also, any opinions out there on best goodness of fit measures?  We have
> a weak autoregressive model and are using a (1,0,0) ARIMA model which
> seems to work (we have run Portmanteau and white noise statistics and
> are in the clear so far).
findit arimafit

Kit
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