icgraph |

Display a graph of the selection criteria for the top 20 models observed as part of model selection during estimation.

This view is only available for equations estimated using the ARDL or TAR methods.

Syntax

equation_name.icgraph

Examples

wfopen http://www.stern.nyu.edu/~wgreene/Text/Edition7/TableF5-2.txt

equation eq01.ardl(deplags=8, reglags=8) log(realcons) log(realgdp) @ @expand(@quarter, @droplast)

show eq01.icgraph

This example uses data from Greene (2008, page 685), containing quarterly US macroeconomic variables between 1950 and 2000. The first line of this example downloads the data set, the second line creates an equation object and estimates an ARDL model with the log of real consumption as the dependent variable, and the log of real GDP as a dynamic regressor. Quarterly dummy variables are included as static regressors. Automatic model selection is used.

The final line of code displays a graph showing the Akaike information criteria (the default selection method) for each of the models estimates.

Cross-references

See “Autoregressive Distributed Lag (ARDL) Models”e “Discrete Threshold Regression” for further discussion.