Search found 4 matches
- Sun Sep 08, 2013 11:03 pm
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143717
Re: ARIMASel (Automatic ARIMA selection)
My programming abilities are limited at best, how would i do this?
- Fri Sep 06, 2013 12:48 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143717
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.
- Tue Sep 03, 2013 11:46 pm
- Forum: Programming
- Topic: ARMA fitting and forecast
- Replies: 1
- Views: 2773
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? ...
- Mon Sep 02, 2013 2:38 am
- Forum: Programming
- Topic: ARMA fitting and forecast
- Replies: 1
- Views: 2773
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...