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st: ARIMA model selection & RWNAR criterion


From   anw@econ.queensu.ca
To   statalist@hsphsun2.harvard.edu
Subject   st: ARIMA model selection & RWNAR criterion
Date   Fri, 23 Feb 2007 17:43:11 -0500 (EST)

Hi,

I am doing a ARIMA model selection in Stata. How can I do the residual
white-noise autoregressive order determination criterion (RWNAR) in
Stata?  Is there any module for this criterion I can install?

Many thanks in advance,

Have a nice weekend,

Wei




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