Automatic ARIMA forescasting
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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 (The estimation period is identical, same selection criterion, everything is the same between iterations)?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13318
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Automatic ARIMA forescasting
It shouldn't. Could you provide an example?
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