Bob and Austin,
Thanks. I will let you know how it goes.
Mostafa
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Robert A
Yaffee
Sent: Thursday, December 13, 2007 10:47 AM
To: [email protected]
Subject: Re: st: ARIMA Order Selection
Austin,
I think you're correct about that.
Thanks,
Bob
----- Original Message -----
From: Austin Nichols <[email protected]>
Date: Thursday, December 13, 2007 11:35 am
Subject: Re: st: ARIMA Order Selection
To: [email protected]
> 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.
> *
> * 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/
*
* 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/
*
* 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/
