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Hi for all,
I want to write SARIMA MODEL (1,1,1)(1,1,1) with S=24 in Equation Estimation box. I already used EViews 9 !
I tried many times, but I do not know this is correct way or not as:

D(Y) AR(1) SAR(24) MA(1) SMA(24)


Thanks a lot for your cooperation.
Regards.

This is the final results for forecasting!!
As you observe WITHOUT measures !!

Hi, for all I want to test the forecasting accuracy by finding some measures, for example, Theil inequality coefficient . But I do not know what is the error in my steps to do it!! Always, as you observe, we have only plotted for Y_F without statistic measures!! Please, give me the right way. Thanks...

What is your opinion?
Which way is the right way to find the best model??

Only, one difference in the work, I take the first difference of my original series. Because the automatic way is not transformed the non-stationary series !!

Yes, I used the same sample in both methods !!
Also, Automatic ARIMA doesn't transform my non-stationary series !!
Therefore,

I think estimate equation box is the best way to find the better model
What is your opinion?

For example,

My model (1,1,0)(1,0,1)12 by estimate equation, I have AIC = 7.347764 AND R^2 =38%
The same model by Automatic ARIMA forecasting, I have AIC= 7.500708 AND R^2=94%

I think its big difference !!

Hello, for all

Why are there a big difference in the result in Automatic ARIMA forecasting AND estimate equation !!? Which method is the right way??

Thanks for your help.

Good evening, for all I want to use "Automatic ARIMA forecasting" in EViews9, and I am dealing with two-time series, one of them is non-stationary its represent the endogenous variable(Y), and another one its stationary series and its represent the exogenous variable(X), OK. My problem is:...

Hello for all users EViews, I am working now with two time series as endogenous variable (CGM) and exogenous variable (BI), I used cross-correlation here to know the number of terms of the exogenous polynomial, but, as can be seen, the correlation is highest for a lag 0. How can I read or translate ...

Good evening, for all
I want to write SARIMA MODEL (1,1,0)(1,1,0)_12 in the estimate equation Box, but I do not know the write way.

Thanks for your help.
Regards,,

So, in this case, we can write the first difference in the estimate equation as d(1) or not?? in order to work directly with the original series.
What is your opinion??

For example:


Thanks for your help.

Thanks a lot for your cooperation.
But here,
If the model includes a lagged dependent variable. It matters for forecasting purposes whether the dependent variable is an auto series or not.
My series not Auto series, and the differenced series here as ordinary series.

Regards,

Thanks a lot for your help. When I started with my series, I found my series is non-stationary. I converted my series to be stationary by using:: diff. And, I found the fit model in this case and I did the forecasting process for the differenced series. Now, I want to find the forecasting for the or...

Hi, for all
how to convert the differenced forecast series to the original series !!

Thanks for your help.
Regards,,