the Command capture of autoarma (automatic ARIMA forecasting)
1 OR (EViews 9 Object Ref.pdf) p534, select=key, but the cmd capture gives "selec=key". My test shows, selec=hq still using AIC, and select=hq use HQ criteria
2 OR (EViews 9 Object Ref.pdf) p534, nonconv Allow non-converged models to be used in model selection or forecast averaging, but the cmd capture gives noconv, which one is correct for program batch prg files?
Code: Select all
freeze(sp02) fp.autoarma(diff=0, maxma=1, noconv, selec=hq, forclen=20, atable, etable, eqname=eq02) fpf2 c
freeze(sp03) fp.autoarma(diff=0, maxma=1, nonconv, selec=hq, forclen=20, atable, etable, eqname=eq03) fpf3 c 'HQ, sp02 still AIC
the summary table in sp02 and sp03 do not indicate whether non-converged models are used or not.