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Automatic ARIMA forescasting

Posted: Mon May 13, 2019 7:52 am
by mars2309
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)?

Re: Automatic ARIMA forescasting

Posted: Mon May 13, 2019 7:59 am
by EViews Gareth
It shouldn't. Could you provide an example?