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Thanks for your answer. I want the same program, the automatic ARMA selection, but the program posted in this forum consider a regression with constant. Here: equation {%eqname}.ls dlog({%dep}) {%regs} {%lagstring} {%mastring} Where: {%regs} is the constant. So I want a regression without this param...

Hello! I want to change the program beacuse I need a regression without constant. I stablished a conditional, but it does't work. 'Create some data. Delete these first few lines if you want to run on your existing workfile. series y_SW =0 copy etec y_SW 'Program that calculates the "best" ...