I want the same program, the automatic ARMA selection, but the program posted in this forum consider a regression with constant.
Here:
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equation {%eqname}.ls dlog({%dep}) {%regs} {%lagstring} {%mastring}
Where:
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{%regs}
is the constant.
So I want a regression without this parameter
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{%regs}
I thought if I stablished a conditional I could resolve this problem, because I need to avoid a regression without parameters.
The first conditional considers the case without ARMA terms. So the regression is with constant:
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if %arstring="ar(0)" and %mastring="ma(0)" then
equation {%eqname}.ls(arma=cls, optmethod=legacy) {%dep} {%regs}
endif
The second conditional considers the case with ARMA terms without constant:
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if %arstring="ar(1)" or %arstring="ar(2)" or %arstring="ar(3)" or %arstring="ar(4)" or %mastring="ma(1)" or %mastring="ma(2)" or %mastring="ma(3)" or %mastring="ma(4)" then
equation {%eqname}.ls(arma=cls, optmethod=legacy) {%dep} {%arstring}{%mastring}
endif
But this conditionals doesn't work.