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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   Thu, 13 Dec 2007 09:13:45 -0600

Hello to Everyone,

I am very new to STATA and this is my first question posed to the group.
Sorry if it is not an exciting question or if it is too easy.  

I need to find the best ARIMA based on some criterion (log likelihood or
whatever) within a range of p and q.
Would anybody be nice enough to give some advice (no matter how general)
on this?

Your help is greatly appreciated.

Thanks, 

Mostafa Baladi

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