Dear all,

I am new to Stata and apologies if I post something in a wrong way.

I want to run many ARMA(p,q) models for p,q=0,1,3 and I want to gather together in one table the AIC and BIC values for all the combinations of the (p,q) values.

What I know so far is that to get the AIC and BIC for the ARMA(0,0) I type in
arima var, arima(0, 0, 0)
estat ic

But since I have many different ARMA(p,q) models is there a way to get the desired output on AIC/BIC in one table without seaching eah output separately?


I assume that the variables are stationary, so d=0 in ARIMA(p,d,q).

Best,
John
Stata 14SE
Windows 10