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).
Finally, what goodness of fit statistics would you report in an article?
Given my beginner's status, I probably have mis-stated some of the
above, and of course would be grateful for any gentle corrections on
terminology!
Thanks in advance,
Beth Gazley
University of Georgia
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