Hi Guys,
Can anyone help me? I am trying to select the best fitting ARIMA (p,d,q) model using the AIC, BIC whether the residuals are white noise and whether there are ARCH effects.
I am trying to run the code:
arima y, arima (p,d,q)
estat ic
estat bgodfrey
estat archlm
and i keep getting the error message invalid subcommand
apparently the developers never prepared for the possibility than an individual fitting an arima model would want to make sure the residuals are white noise or that the individual would try to go on and fit a GARCH model.
does anyone know a work around?
Cheers
D
Can anyone help me? I am trying to select the best fitting ARIMA (p,d,q) model using the AIC, BIC whether the residuals are white noise and whether there are ARCH effects.
I am trying to run the code:
arima y, arima (p,d,q)
estat ic
estat bgodfrey
estat archlm
and i keep getting the error message invalid subcommand
apparently the developers never prepared for the possibility than an individual fitting an arima model would want to make sure the residuals are white noise or that the individual would try to go on and fit a GARCH model.
does anyone know a work around?
Cheers
D