ARIMA goodness of fit / Auto-ARIMA

[Jack Deleuze]

Hi,

1) Does STATA contain an 'auto-ARIMA' function (such as R, which uses the Hyndman-Khandakar algorithm), or must one go through the normal steps of model identification manually?

2) What is the best way to go about measuring goodness of fit for an ARIMA model? AIC?

Thanks

[Ilya Bolotov]

It does now:
https://www.statalist.org/forums/for...rimau-commands