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st: ARIMA Order Selection


From   "Mostafa Baladi" <Mostafa.Baladi@qrm.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: ARIMA Order Selection
Date   Wed, 12 Dec 2007 11:49:21 -0600

Hi Everyone,

I need to find the ARIMA with minimum AICC within a range of p and q.
Does anybody would like to give some advice on this?

Your help is greatly appreciated.

Thanks, 

Mostafa 
Quantitative Risk Management
Tel:  312-782-4976 Ext:  268

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