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?