If an ARIMA statement is present, but no MODEL= is given, PROC X11 estimates and forecasts five predefined models and selects the best. This section describes the details of the selection criteria and ...

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to ...

Some convenient limit properties of usual information criteria are given for cointegrating rank selection. Allowing for a non-parametric short memory component and using a reduced rank regression with ...