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Posted: **Thu Jan 14, 2010 9:37 am**

Hi everybody. I have following problem;
I have estimated numbers of equaiton and try to find which one has lowest aic by following code
note: my equations are named as eq_0, eq_1.....eq_12

Code: Select all

 for !k=0 to 11
 for !lag=0 to 11
!mininfocrit=999999
if eq_!k.@aic<!mininfocrit then
!bestlag=!k
!mininfocrit=eq_!k.@aic
endif
next 
next
show eq_{!bestlag}

but this procedure does not show me the right equaiton. I can find minimum aic correctly, as I write down show !mininfocrit it gives the right value.
For any help, thanks in advance.

Posted: **Thu Jan 14, 2010 9:42 am**

You probably don't want to be setting !mininfocrit=999999 inside your for loop.

Posted: **Thu Jan 14, 2010 10:04 am**

Yes you are right. you are great.

Code: Select all

!mininfocrit=999999
for !k=0 to 12
if eq_!k.@aic<!mininfocrit then
!mininfocrit=eq_!k.@aic
!bestlag=!k
endif
next
show eq_{!bestlag}

ıt works very well. thank you very much.

EViews.com

Model selection with AIC etc.

Model selection with AIC etc.

Re: Model selection with AIC etc.

Re: Model selection with AIC etc.