sariam and sarima-x first step

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sariam and sarima-x first step

Postby Namploy » Sat May 05, 2018 7:57 am

How can I run “SARIMA” and “SARIMA-X” by using EViews? And if you can tell me the 1st step that would be great.

I have 120 data set (historical data: 10 years). The data’s separated into 2 sets; 1. the set of 108 data and 2. The set of 12 data.
My understanding of the process followed by
1. Run Unit Root Test
2. Run Seasonal Unit Root Test
3. Set the Order of Autoregressive and Moving Average and set the Order of Seasonal Autoregressive and Seasonal Moving Average.
4. Estimate the model’s parameter
5. Recheck the accuracy of model, then predict the future trend by using such model
6. Compare between the forecast data and real data. And run RMSE (Root Mean Square Error) and MAPE (Mean Absolute Percentage Error)

Is that right? Please feel free to give me some suggestions.
Thank you

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