Hello
I’d like to write a program which should run an ARIMA model like (1,1,1) for 40 time series split in 4 identical categories in 10 different countries. The data is on a quarterly basis for 2000-2008 period.
How can I use the programming option to allow E-Views to run automatically the ARIMA model of (1,1,1) type for my time series.
I read the manual but I didn't find a way.
Thanks,
Qmars
programming for ARIMA
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Re: programming for ARIMA
Something like:
where y is the name of the series you are performing the arima on.
Code: Select all
equation e1.ls d(y) c ar(1) ma(1)
where y is the name of the series you are performing the arima on.
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Re: programming for ARIMA
Thanks, but my "y"s are 40 time series with different names such as at_a, at_b, at_c and at_other for Austria.
How E-Views can help me to run automatically the ARIMA model without manual change of at_a to at_b etc each time?
Sorry for the basic question
How E-Views can help me to run automatically the ARIMA model without manual change of at_a to at_b etc each time?
Sorry for the basic question
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Re: programming for ARIMA
Qmars wrote:Thanks, but my "y"s are 40 time series with different names such as at_a, at_b, at_c and at_other for Austria.
How E-Views can help me to run automatically the ARIMA model without manual change of at_a to at_b etc each time?
Sorry for the basic question
Code: Select all
for %i a b
ls d(at_{%i}) c ar(1) ma(1)
next
Re: programming for ARIMA
Thanks very much,
I have a last question. How can I use string variables to change the suffix for countries in this analysis? Country suffixes are at_ for Austria, be_ for belgium, ja_ for japan etc.
Cheers
I have a last question. How can I use string variables to change the suffix for countries in this analysis? Country suffixes are at_ for Austria, be_ for belgium, ja_ for japan etc.
Cheers
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