eviews中的AIC值不用特别计算,你只要对数据做单位根检验，就会有AIC值（ Akaike info criterion）、SC值以及DW值等等。

如：

ADF Test Statistic -3.074455     1%   Critical Value*  -3.9635 
      5%   Critical Value  -3.0818 
      10% Critical Value  -2.6829 
   
*MacKinnon critical values for rejection of hypothesis of a unit root.     

Augmented Dickey-Fuller Test Equation     
Dependent Variable: D(SER01)     
Method: Least Squares     
Date: 05/20/08   Time: 12:14     
Sample(adjusted): 1993 2007     
Included observations: 15 after adjusting endpoints     
     
Variable Coefficient Std. Error t-Statistic Prob.   
     
SER01(-1) -0.666255 0.216707 -3.074455 0.0096 
D(SER01(-1)) 0.508569 0.301304 1.687893 0.1172 
C 0.017407 0.006057 2.873868 0.0140 
     
R-squared 0.455555              Mean dependent var  -0.000533 
Adjusted R-squared 0.364814     S.D. dependent var  0.009665 
S.E. of regression 0.007703     Akaike info criterion  -6.717621 
Sum squared resid 0.000712      Schwarz criterion  -6.576011 
Log likelihood 53.38216         F-statistic  5.020398 
Durbin-Watson stat 1.818437     Prob(F-statistic)  0.026045 
     

谢谢二楼！我也正犯愁呢，现在知道了。