[Gretl-users] AIC and BIC
The monthly data from 1980M1 to 1990M12(the number of samples is 132).
When estimating the model,
The using observations of ARIMA(1,1,1) : 1980M3 to 1990M12. (number:130)
The using observations of ARIMA(2,1,0):1980M4 to 1990M12. (number:129)
The using observations of ARIMA(1,1,0)(1,1,0)12:1983M3 to 1990M12. (number:106)
The number of samples is 132. But the number of the using observations depends on order of
AR and MA(also SAR and SMA).
How can I make them the same for comparing AIC and BIC ?
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