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
Related Posts with Save specific output from multiple regressions
Date Help: (DM) Dates without Years and Unequal IntervalsSorry this is a very basic problem. I have a time series covering 1.5 years. The datevar is a string…
expanding datasetDear all I have a dataset as follows: Code: clear input byte loan_id int lender_id byte key_lend…
Factor analysis - Using factors in regression as covariatesDear all, I would like to know your opinion about the following issue: I have a set of variables the…
Keep time within a range from DateTimeHi Everyone! I am writing my dissertation which is on "The Impact of Macroeconomic Announcements on…
Interacting variablesHello, I need some help. I'm doing my master thesis about renewable energies and politics I have a …
Subscribe to:
Post Comments (Atom)
0 Response to Save specific output from multiple regressions
Post a Comment