Bob--
You may have turksales on your computer in the sysdir path, but the
rest of us probably need -webuse- e.g.
webuse turksales, clear
tsset t
arima sales, ar(1)
est sto ar1
arima sales, ar(1/2)
est sto ar2
arima sales, ar(1/3)
est sto ar3
est stats _all
> ----- Original Message -----
> From: Robert A Yaffee <[email protected]>
> Date: Thursday, December 13, 2007 11:11 am
> Subject: Re: st: ARIMA Order Selection
> To: [email protected]
> >
> > There are several means by which to obtain model comparisons via
> > functions of the
> > model likelihood or information criteria with Stata time series. I
> > will proffer a simple one here.
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