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st: Model Selection and Choices


From   Muhammad Anees <aneesmkhattak@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Model Selection and Choices
Date   Wed, 27 Apr 2011 10:47:11 +0500

Hi All!

I have a straight question on time series modelling. I have a 37 years
annualized time series data on five variables. I want to check if
linear or non linear modelling would be best in my case. Is there any
way using stata to obtain results and to select model that best
reflects my specific time series data.

-- 
Muhammad Anees
MSc in Economics
The University of Sheffield
United Kingdom
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