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st: RE: judging ARIMA

From   "Nick Cox" <>
To   <>
Subject   st: RE: judging ARIMA
Date   Tue, 18 Jun 2002 19:49:43 +0100
> Could I get a followup from "Kit" (left no address)

Kit Baum is whose identity should be no mystery
to most Statalisters. But even if it were, it's the same advice:

findit baum

and his address and some of his manifold works are a click away.

> 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.

True, but no problem, unless people are using Stata 5 or earlier.
(-arimafit- assumes at least Stata 6.0.)

-findit arimafit- explains where -arimafit- may be found, and if further
is needed, it is offered in

which is advertised at the bottom of every Statalist posting.

> 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,

As above. Please try the help first.

> or how to execute any other recommended commands?

I pass on this, but please do try -arimafit- first.


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