Hi! Does anybody knows if it is possible to estimate the Hanan-Queen Information Criterion using the bjautofit procedure? Thanks!!
Cristian Alvarez C.
Universidad de Costa Rica
Hanan-Queen Inf. Criterion
5 posts
• Page 1 of 1
Hanan-Queen Inf. Criterion
by alvarezcc » Mon Apr 27, 2009 10:52 pm
- alvarezcc
- Posts: 19
- Joined: Wed Mar 25, 2009 8:59 am
Re: Hanan-Queen Inf. Criterion
by TomDoan » Tue Apr 28, 2009 9:11 am
Hannan-Quinn is included in the current version of BJAUTOFIT (updated in March, 2009 on the web site). Download that and use the option CRIT=HQ.
- TomDoan
- Posts: 2720
- Joined: Wed Nov 01, 2006 5:36 pm
Re: Hanan-Queen Inf. Criterion
by alvarezcc » Tue Apr 28, 2009 10:49 pm
Ok!! Thank You very much!!
Cristian Alvarez C.
Cristian Alvarez C.
- alvarezcc
- Posts: 19
- Joined: Wed Mar 25, 2009 8:59 am
Re: Hanan-Queen Inf. Criterion
by alvarezcc » Wed Apr 29, 2009 10:26 pm
Dear Tom, I downloaded the file and typed HQ on the crit option but it gives me an error. Could it be becouse of the version in RATS that I´m working with? Could you tell me please what to do? Thanks!!
Cristian Alvarez C.
Cristian Alvarez C.
- alvarezcc
- Posts: 19
- Joined: Wed Mar 25, 2009 8:59 am
Re: Hanan-Queen Inf. Criterion
by TomDoan » Thu Apr 30, 2009 8:54 am
alvarezcc wrote:Dear Tom, I downloaded the file and typed HQ on the crit option but it gives me an error. Could it be becouse of the version in RATS that I´m working with? Could you tell me please what to do? Thanks!!
Cristian Alvarez C.
Try the attached file.
- Attachments
-
bjautofit.src- Corrected procedure file
- (2.84 KiB) Downloaded 189 times
- TomDoan
- Posts: 2720
- Joined: Wed Nov 01, 2006 5:36 pm
5 posts
• Page 1 of 1
Return to Other Time Series Analysis
Who is online
Users browsing this forum: No registered users and 1 guest