I am relatively new to EViews and am trying to create program that cycles through a list of all possible ARMA regrressors, as well as seasonality, and compares the t-statistics of each possible equation to see which equation best fits the model.
The three types of variables are AR, MA, and @seas, with 11 @seas dummies, 11 MA, and 5 AR. I need to find which is the best possible combination of any of these variables that fits the criteria t<|1|. So far I have:
Code: Select all
wfopen commimpprog
'Creates random combinations of the equations
for !a=1 to 5
for !m=1 to 11
for !s=1 to 11
equation furniture_!a_!m_!s.ls furniture_imp ar(!a) ma(!m) @seas(!s)
next
next
next
My question is, how can I choose more than three variables at a time? The way the code is now, it only selects something like
Coefficient Std. Error t-Statistic Prob.
@SEAS(1) 14431004 12595034 1.145769 0.2560
AR(1) 1.003098 0.003706 270.7043 0.0000
MA(10) -0.866660 0.027555 -31.45160 0.0000
What if I want to include @seas1, @seas2, ar1,ar2, and ma10?
Thank you in advance for your help.