Object Reference : Object View and Procedure Reference : Equation
  
 
ictable
Display a table of the log-likelihood and 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.ictable
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.ictable
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 table showing the log-likelihood value, Akaike information criteria, Schwarz information criteria, the Hannan-Quinn criteria and the adjusted R-squared of the top 20 models.
Cross-references
See “Autoregressive Distributed Lag (ARDL) Models” “Discrete Threshold Regression” for further discussion.