Schwarz information criteria - Eviews 13

[johansamuelsson]

Hi

I'm not sure about this but asking anyway. For information criterion used in model selection, the "Schwarz information criteria" appears to have changed from "BIC" to "SIC" in Eviews 13. Is it correct? In that case, the manual may need to be updated in various places.

Regards Johan

[EViews Gareth]

Could you provide the context?

[johansamuelsson]

Code: Select all

wfcreate(page=a) a 1980 2030

series y=@rnd
series x1=@rnd
series x2=@rnd

' This work in Eviews 12 but not in 13
Equation eq1.ardl(ic=bic) y x1 x2 @

' This work in Eviews 13
Equation eq2.ardl(ic=sic) y x1 x2 @

Regards Johan

[EViews Mirza]

Hi Johan,

Thanks for letting us know. The syntax has been expanded. Both ic=sic and ic=bic are now supported in 13. You'll see the change with the next patch following today's patch release.

Kind regards,
Mirza