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Re: st: judging ARIMA


From   "Joel E. Pike" <jepike@students.wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: judging ARIMA
Date   Tue, 18 Jun 2002 14:00:37 -0500

Beth

You need to be on an internet connected computer running Stata v. 7. Findit searches and gives the following output:

Keyword search

Keywords: arimafit
Search: (1) Official help files, FAQs, and STBs
(2) Web resources from Stata and from other users


Search of official help files, FAQs, and STBs


Web resources from Stata and other users

(contacting http://www.stata.com)

1 package found (STB omitted)
-----------------------------

arimafit from http://fmwww.bc.edu/RePEc/bocode/a
'ARIMAFIT': module to calculate AIC, SIC for ARIMA model / -arimafit-,
based on -mlfit- (STB-45) calculates the Akaike and / Schwarz information
criteria (AIC, SIC) for single-equation arima / models. These criteria are
often used to select among competing / arima specifications. The command


(end of search)

You can then download the command arimafit.

Kit is Kit Baum, a name you will see frequently on the list.

Joel Pike

At 02:30 PM 6/18/02 -0500, you wrote:

Could I get a followup from "Kit" (left no address) 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.  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, or how to execute any other recommended commands?

Thanks in advance.

Beth Gazley
University of Georgia


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*************************************************
Joel E. Pike
School of Business
University of Wisconsin
1238 Grainger Hall
975 University Avenue
Madison, WI  53706-1323
Tel: 608-265-4830
*************************************************


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