Command capture: autoarma

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maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

Command capture: autoarma

Postby maxchen » Thu Jul 09, 2015 7:16 am

EViews 9, ver 20150701, 32bit on XP


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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: Command capture: autoarma

Postby EViews Gareth » Thu Jul 09, 2015 8:21 am

1) select is the correct one
2) currently noconv is the one that works, but we'll make it in the next patch that either works.
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