On Mon, 9 May 2011, Bob McCall wrote: > When calculating information criteria for arima models, Gretl > seems to use k + 1 parameters instead of k parameters. Gretl calculates the information criteria for ARIMA models in the same way as X-12-ARIMA. The "extra" parameter is the variance of the innovation. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users