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RE: st: ARIMA Order Selection


From   "Mostafa Baladi" <Mostafa.Baladi@qrm.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ARIMA Order Selection
Date   Thu, 13 Dec 2007 11:01:31 -0600

Bob and Austin,

Thanks.  I will let you know how it goes.

Mostafa


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert A
Yaffee
Sent: Thursday, December 13, 2007 10:47 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: ARIMA Order Selection

Austin,
  I think you're correct about that.  
          Thanks,
               Bob


----- Original Message -----
From: Austin Nichols <austinnichols@gmail.com>
Date: Thursday, December 13, 2007 11:35 am
Subject: Re: st: ARIMA Order Selection
To: statalist@hsphsun2.harvard.edu


> Bob--
> You may have turksales on your computer in the sysdir path, but the
> rest of us probably need -webuse- e.g.
> 
> webuse turksales, clear
> tsset t
> arima sales, ar(1)
> est sto ar1
> arima sales, ar(1/2)
> est sto ar2
> arima sales, ar(1/3)
> est sto ar3
> est stats _all
> 
> > ----- Original Message -----
> > From: Robert A Yaffee <bob.yaffee@nyu.edu>
> > Date: Thursday, December 13, 2007 11:11 am
> > Subject: Re: st: ARIMA Order Selection
> > To: statalist@hsphsun2.harvard.edu
> > >
> > >    There are several means by which to obtain model comparisons
via
> > > functions of the
> > > model likelihood or information criteria with Stata time series.  
> I
> > > will proffer a simple one here.
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