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)
Can I compare AIC or BIC of these three models when the number of using observations are
different ?
In the equation of BIC, number of observations is included.
In the equation of AIC, number of observations is not included.
When the number of using observations are different, Can I still compare AIC or BIC of
these three models?
How do I choose model by AIC or BIC in gretl?