I suggest to run all possible specifications (all possible combinations of AR & MA terms, say, with max. AR order 15 and max. MA order 5). Store the criterion that you like in a matrix and then use a max operator.
Regards
Daniel M.
Search found 2 matches
- Thu Aug 18, 2011 1:46 pm
- Forum: Programming
- Topic: regression with variable lags
- Replies: 1
- Views: 2204
- Thu Aug 18, 2011 1:33 pm
- Forum: Programming
- Topic: Unicode Support
- Replies: 1
- Views: 2128
Unicode Support
Hi I know that eviews doesn't support (natively) unicode characters... that's especially troublesome at exporting graphs as .eps using german, spanish or french names for variables, titles, an the like. Is there a way to avoid this difficulty? Daniel M. PS: I'm not a computer-tech guy, so this topic...