I am creating a time series model using Linden's ITSA command.
How do I get STATA to report the AIC and BIC for the model?
How do I get STATA to report the AIC and BIC for the model?
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the help file for -itsa- says, "See [TS] newey postestimation and [TS] prais postestimation for features available after estimation." if you look at those two (you can just click on the links in the itsa help file) you will see that "estat ic" is available after prais but not after newey - so exactly what is the -itsa- command that you are using?
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