Corrected AIC / BIC
Posted: Sun Mar 08, 2015 5:40 pm
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.
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.