Search found 4 matches

by ghostwriter
Sun Sep 08, 2013 11:03 pm
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 99658

Re: ARIMASel (Automatic ARIMA selection)

My programming abilities are limited at best, how would i do this?
by ghostwriter
Fri Sep 06, 2013 12:48 am
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 99658

Re: ARIMASel (Automatic ARIMA selection)

Is it possible to roll the ARMA selection one day ahead and display the best model at each point? Attached is my workfile.
by ghostwriter
Tue Sep 03, 2013 11:46 pm
Forum: Programming
Topic: ARMA fitting and forecast
Replies: 1
Views: 1440

Re: ARMA fitting and forecast

Good day, I have managed to successfully run the following program on my data. This has enabled me to find the best model (minimize AIC) for the entire period. How can I modify this program to help me do the same on a rolling basis i.e. every 500 observations and store the best model at each point? ...
by ghostwriter
Mon Sep 02, 2013 2:38 am
Forum: Programming
Topic: ARMA fitting and forecast
Replies: 1
Views: 1440

ARMA fitting and forecast

Hi all, To begin, I have limited knowledge in programming but I need to somehow generate a program that can enable me to find the best ARMA model (minimize AIC) starting from ARMA 0,0 to ARMA 5,5 on a rolling basis (over 4000 data points). After the best model has been selected I would like the prog...

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