maybe I'm missing something, but it looks as if you are spamming the
mailing list with the same question over and over again.
Forgive me if I sound rude today...
Am 26.07.2011 11:19, schrieb Sam Sam:
I want to estimate model using data: 1980M1 to 1990M12
Can I compare AIC of these three models ?
In order to make the number of observations the same, I have to set the
data range from 1980M4 to 1990M12.
Can I compare AIC of these three models now ?
I am confused. The outcome of AR(1) (also AR(2) ) are different. My
original idea is to build the model to fit the data from 1980M1 to
1990M12. But in order to compare AIC, I have to set the data range from
1980M4 to 1990M12. It is away from my original idea. How can I build
model for data from 1980M1 to 1990M12 and also compare the AIC from
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