How can I get R squared in ARIMA estimate?
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Dear all,
I estimated an ARIMA model using funcion 'estimate' in Econometric toolbox. It prints coefficient values, standard errors and t statistics. I have been trying to get R squared as well, but I can't find a proper command. I would really appreciate a help on this one.
Many thanks, Jelena
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Stefan Kermer
on 14 Oct 2018
Same question..
But I would be interested in the AIC criterion to compare different models...
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