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by mars2309
Mon May 13, 2019 7:52 am
Forum: Estimation
Topic: Automatic ARIMA forescasting
Replies: 1
Views: 419

Automatic ARIMA forescasting

When I use Automatic ARIMA forescasting to estimate an ARIMA model, it returns me the best model according to my selection criterion. Why does the choice of the best model change (Eviews does not return the same model) when I use several times for the same variable the Automatic ARIMA forescasting (...

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