good idea for state space object , I have a simple suggestion too for this option, to add an other option to spicify lag for AR, SAR order and MA, SAR order, if I would like to estime this model: y c ar(1) ar(3) sar(12) ma(2) sma(24).
the option like this:
SARIMA order:
D: AR: MA:
SD: SAR: SMA:
specify order for Non-seasonal and seasonal order:
specify AR: 1 3 specify MA: 2
specify SAR: 1 specify SMA: 2
the specify order like my example model above: y c ar(1) ar(3) sar(12) ma(2) sma(24) .
would you like to consider my suggestion in next upgrade v8.1 Glenn.
Best Regards.
suggestion N°2 for Ss Object
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Re: suggestion N°2 for Ss Object
We'll put it on the list of things to consider. No promises.
Re: suggestion N°2 for Ss Object
I hope it will be added in the next upgrade. thanks
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