Automatic ARIMA forescasting

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Joined: Mon May 13, 2019 6:50 am

Automatic ARIMA forescasting

Postby mars2309 » Mon May 13, 2019 7:52 am

When I use Automatic ARIMA forescasting to estimate an ARIMA model, it returns me the best model according to my selection criterion. Why does the choice of the best model change (Eviews does not return the same model) when I use several times for the same variable the Automatic ARIMA forescasting (The estimation period is identical, same selection criterion, everything is the same between iterations)?

EViews Gareth
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Re: Automatic ARIMA forescasting

Postby EViews Gareth » Mon May 13, 2019 7:59 am

It shouldn't. Could you provide an example?
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