I fit SARIAM model for a time series using this command in R.
fit
@Muhammad, try the following steps:
(1) HQC = n log (RSS / n) + 2k log log n
... where n = number of observations; k = number of parameters, and RSS = residual sum squares. The RSS is given by:
(2) RSS = Σ(Yi - Yi^)2
... where Yi = response; Yi^ = predicted value of Yi.
You don't need a special program or software to calculate it. A simple Excel spread sheet could do it. I hope this is helpful. Cheers.
REFERENCES:
[1] Burnham, K.P. and Anderson, D.R. (2002). Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach, 2nd ed. Springer-Verlag. ISBN 0-387-95364-7.
[2] Hannan, E. J., and B. G. Quinn (1979), "The Determination of the order of an autoregression", Journal of the Royal Statistical Society, Series B, 41: 190–195.
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