![Stata on X: "New in #Stata18: ARIMA and ARFIMA model selection Compare potential ARIMA or ARFIMA models using AIC, BIC, and HQIC. Use the new arimasoc and arfimasoc commands to select the best number of autoregressive and moving-average ... Stata on X: "New in #Stata18: ARIMA and ARFIMA model selection Compare potential ARIMA or ARFIMA models using AIC, BIC, and HQIC. Use the new arimasoc and arfimasoc commands to select the best number of autoregressive and moving-average ...](https://pbs.twimg.com/media/FvxbmEdWcAg6xe3.jpg:large)
Stata on X: "New in #Stata18: ARIMA and ARFIMA model selection Compare potential ARIMA or ARFIMA models using AIC, BIC, and HQIC. Use the new arimasoc and arfimasoc commands to select the best number of autoregressive and moving-average ...
![Fitted ARIMA models, and their selection criteria values (AIC & BIC)... | Download Scientific Diagram Fitted ARIMA models, and their selection criteria values (AIC & BIC)... | Download Scientific Diagram](https://www.researchgate.net/publication/354170783/figure/tbl1/AS:1063483235921920@1630565570252/Fitted-ARIMA-models-and-their-selection-criteria-values-AIC-BIC-and-estimates-of.png)
Fitted ARIMA models, and their selection criteria values (AIC & BIC)... | Download Scientific Diagram
![time series - Getting different AIC / BIC values for AR(2) estimation via AutoReg(2) vs ARIMA(2,0,0) through python statsmodels - Cross Validated time series - Getting different AIC / BIC values for AR(2) estimation via AutoReg(2) vs ARIMA(2,0,0) through python statsmodels - Cross Validated](https://i.stack.imgur.com/KILzf.png)
time series - Getting different AIC / BIC values for AR(2) estimation via AutoReg(2) vs ARIMA(2,0,0) through python statsmodels - Cross Validated
![time series - When is the AIC a good model selection criterion for forecasting and when is it not? - Cross Validated time series - When is the AIC a good model selection criterion for forecasting and when is it not? - Cross Validated](https://i.stack.imgur.com/UHyHR.jpg)
time series - When is the AIC a good model selection criterion for forecasting and when is it not? - Cross Validated
![time series - Getting different AIC / BIC values for AR(2) estimation via AutoReg(2) vs ARIMA(2,0,0) through python statsmodels - Cross Validated time series - Getting different AIC / BIC values for AR(2) estimation via AutoReg(2) vs ARIMA(2,0,0) through python statsmodels - Cross Validated](https://i.stack.imgur.com/ApAkG.png)