Hi,
1) Does STATA contain an 'auto-ARIMA' function (such as R, which uses the Hyndman-Khandakar algorithm), or must one go through the normal steps of model identification manually?
2) What is the best way to go about measuring goodness of fit for an ARIMA model? AIC?
Thanks
Related Posts with ARIMA goodness of fit / Auto-ARIMA
How to include nearest neighbour matchin in a DiD?- how to run a quantile regression for estimating panel data models using instrumental variable?
- Using two panel datasets simultaneously: time dummies and cohort dummy
- Extract name initials
- Replacing comma separated values within a string variable with letters
Subscribe to:
Post Comments (Atom)
0 Response to ARIMA goodness of fit / Auto-ARIMA
Post a Comment