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st: Re: judging ARIMA


From   baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: judging ARIMA
Date   Sat, 15 Jun 2002 09:24:33 -0400

--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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