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st: RE: judging ARIMA
> Could I get a followup from "Kit" (left no address)
Kit Baum is email@example.com whose identity should be no mystery
to most Statalisters. But even if it were, it's the same advice:
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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