Re: st: judging ARIMA

["Joel E. Pike" <jepike@students.wisc.edu>]

Beth

You need to be on an internet connected computer running Stata v. 
7.  Findit searches and gives the following output:

Keyword search

        Keywords:  arimafit
          Search:  (1) Official help files, FAQs, and STBs
                   (2) Web resources from Stata and from other users


Search of official help files, FAQs, and STBs


Web resources from Stata and other users

(contacting http://www.stata.com)

1 package found (STB omitted)
-----------------------------

arimafit from http://fmwww.bc.edu/RePEc/bocode/a
    'ARIMAFIT': module to calculate AIC, SIC for ARIMA model / -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


(end of search)

You can then download the command arimafit.

Kit is Kit Baum, a name you will see frequently on the list.

Joel Pike

At 02:30 PM 6/18/02 -0500, you wrote:

> Could I get a followup from "Kit" (left no address) or somebody else
> regarding Stata's goodness of fit commands in ARIMA models?  I had asked
> for the command for the Schwarz-Bayesian criterion (this is not in v.7),
> as well as for opinions from the list-serv on the best goodness of fit
> statistics to include in a publication.
>
> Kit gave me a command "findit arimafit" which does not appear in Stata
> Version 7.  Would somebody who is familiar with ARIMA modelling please
> respond to give me some further guidance on how to execute this command,
> how to find a patch, or how to execute any other recommended commands?
>
> Thanks in advance.
>
> Beth Gazley
> University of Georgia
>
>
> *
> *   For searches and help try:
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*************************************************
Joel E. Pike
School of Business
University of Wisconsin
1238 Grainger Hall
975 University Avenue
Madison, WI  53706-1323
Tel: 608-265-4830
*************************************************


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/