Dear all: If I use the monthly data from 1980M1 to 1990M12(the number of samples is 132)，and there are there ARIMA model: ARIMA(1,1,1), ARIMA(2,1,0), and ARIMA(1,1,0)(1,1,0)_12 . Can I choose the model by AIC or BIC from these three models when the number of using observations different? 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 of these three models when the number of using observations are different ? How should I choose the model by AIC? Is the basis of comparison different? _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users