Thanks, Gareth,
I wonder if it is possible for you to take a look at the attached raw dataset and tell me how you think. I am new to Eview. I also want to ask you how to adjust the seasonality for this data series.
Search found 2 matches
- Tue Aug 17, 2010 9:14 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143914
- Tue Aug 17, 2010 8:28 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143914
Re: ARIMASel (Automatic ARIMA selection)
Hi, Gareth, I am using ARIMASel to select the order of AR and MA. But everytime I change the maximum number of AR and MA, I will get different best AR and MA according to the AIC. Could you please tell me how I should specify the maximum number of AR and MA and how I can select the best AR and MA? T...