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Information Criterion

Posted: Wed Sep 21, 2011 5:35 am
by mwu888
Using Eviews version 7.2.

I would like to know if there is a way to run OLS using information criterion such as AIC, BIC, or adjusted R^2. I think I am right by saying that this cannot be accomplished directly using the GUI interface. I imagine this has to be done using the command line. Can someone show me an example?

Thank you.

Information Criterion

Posted: Wed Sep 21, 2011 7:00 am
by EViews Gareth
Your question doesn't make sense.

Re: Information Criterion

Posted: Wed Sep 21, 2011 1:06 pm
by mwu888
Sorry. My English must be really bad. Allow me to try it again.

Is there a way to run stepwise regression with the option of using a specific information criterion such as AIC or BIC? I know this can be accomplished in R. I don't see such a flexibility in Eviews.