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Does anyone know if there is a way to save (and group) parts of OLS output? I have a program that runs ARMA models ranging from ARMA(1,1) to ARMA(5,5) and I want to evaluate the AIC and SIC. Do I have to open each individual regression or is there a way to get Eviews to save just part of the output from each regression in one place?

This requires a small amount of programming. Essentially, you need to set aside a vector. Then after a regression is run for equation eq you can get the aic with eq.@aic