Question: Load the dataset MAexamples.dta. Rather than using ACF and PACFs to determine which model to estimate, lets use information criteria (ICs) instead. For each of

Load the dataset MAexamples.dta. Rather than using ACF and PACFs to determine which model to estimate, let’s use information criteria (ICs) instead.

For each of the three variables in the dataset estimate AR and MA models up to lag 3, calculate their corresponding AICs and BICs. Which type of model best fits each variable according to each information criterion. Do your results differ between the two ICs?

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