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- Wed Dec 24, 2014 7:28 am
- Forum: Econometric Discussions
- Topic: RSS of restricted and unrestricted models
- Replies: 1
- Views: 2523
RSS of restricted and unrestricted models
Hello I've estimated two models with the same sample, an ARMA(6,7) and an ARMA(7,7). My next step would be to perform an F-test to check the significance of the extra variable. I always thought that by definition, a bigger model has a better fit and thus a bigger RSS. Now in this particular case, th...