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help for ^arimafit^                           
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Criteria for assessing ARIMA model fit
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	^arimafit^ 


Description
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^arimafit^ estimates Akaike's Information Criterion -AIC- (Akaike 1974) and
Schwarz's Criterion -SIC- (Schwarz 1978) for assessing maximum likelihood 
estimates model goodness of fit. 

This command can only be run after the @arima@ command, applied to a single 
dependent variable.

This code is based on ^mlfit^ by Aurelio Tobias and Michael J Campbell,
published in STB-45 (sg90).

The command defines the scalars ^np^ (number of estimated parameters), ^llf^
(minus twice the log of the likelihood), ^aic^ and ^sic^ for later use.

Examples
--------

	. ^arima m1, arima(1,1,1)^
	. ^arimafit^

	. ^arima m1, arima(1,1,1)^
	. ^qui arimafit^
	. ^dis r(llf)^
	. ^dis r(aic)^


Reference
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Akaike, H. (1974). A new look at statistical model identification. IEEE
    Transactions on Automatic Control, 19: 716-722.

Schwarz, G. (1978). Estimating the dimension of a model. Annals of
    Statistics, 6: 461-464.



Authors
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       Christopher F Baum
       Boston College, Chestnut Hill MA 02467 USA
       baum@@bc.edu


Also see
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On-line:  ^help^ for @arima@