References (AREG command)

Akaike, H. 1974. A new look at the statistical model identification. IEEE Transaction on Automatic Control, AC–19, 716-723.

Harvey, A. C. 1981. The econometric analysis of time series. Oxford: Philip Allan.

Johnston, J. 1984. Econometric methods. New York: McGraw-Hill.

Kohn, R., and C. Ansley. 1986. Estimation, prediction, and interpolation for ARIMA models with missing data. Journal of the American Statistical Association, 81, 751-761.

Schwartz, G. 1978. Estimating the dimensions of a model. Annals of Statistics, 6, 461-464.