Corrected AIC / BIC

[diggetybo]

In eviews 6, when estimating an AR/MA process is the AIC output automatically corrected to compensate, or is it the normal AIC?

If it's not built into the output, is there a relevant code to cut the procedure down to size for corrected AIC or BIC? I didn't think I saw this listed in the command list.

[EViews Gareth]

To which correction are you referring?

[diggetybo]

I meant the alternate AIC for ARIMA processes. I believe it is a useful supplement to eviews view ARMA structure feature, when determining ARIMA orders.

The exact criterion would be:

AIC_BIC.png (32.75 KiB) Viewed 4123 times

I wasn't sure if either of these were built in, or if there was a line of code to view it in a scalar.

One could crunch the numbers manually without too much trouble, but while one modifies a model, the p's, q's and k's could be different every time, computing this by hand has some efficiency drawbacks.

[EViews Gareth]

No, that correction is not made, although when calculating the standard AIC and BIC, p and q are included in k.