Hanan-Queen Inf. Criterion

Questions and discussions on Time Series Analysis
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alvarezcc
Posts: 25
Joined: Wed Mar 25, 2009 8:59 am

Hanan-Queen Inf. Criterion

Unread post by alvarezcc »

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
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Hanan-Queen Inf. Criterion

Unread post by TomDoan »

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.
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alvarezcc
Posts: 25
Joined: Wed Mar 25, 2009 8:59 am

Re: Hanan-Queen Inf. Criterion

Unread post by alvarezcc »

Ok!! Thank You very much!!

Cristian Alvarez C.
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alvarezcc
Posts: 25
Joined: Wed Mar 25, 2009 8:59 am

Re: Hanan-Queen Inf. Criterion

Unread post by alvarezcc »

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.
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Hanan-Queen Inf. Criterion

Unread post by TomDoan »

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 1175 times
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