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I use arima to fit my data. I use data and it's root sqrted respectively. Can I compare two model by comparing their AIC, loglikelihood etc.? Thanks.

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  • $\begingroup$ No, not directly. You can find multiple previous threads discussing that, some of them are here. Perhaps one of them is a duplicate of yours? $\endgroup$
    – Richard Hardy
    Commented May 3, 2020 at 12:11

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