Automatic arima forecasting in a program

For questions regarding programming in the EViews programming language.

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albertliu
Posts: 2
Joined: Sat Oct 02, 2021 7:57 am

Automatic arima forecasting in a program

Postby albertliu » Sun Oct 03, 2021 7:07 am

Dear sir / madam,

I recently discovered that you could do automatic arima forecasting in eviews. My question is if it is possible to write a program in Eviews such that I can apply this tool to multiple time series at once because now it is only possible to do one time series at a time which is time consuming. Lastly, When I did this manually, it gave me different models when I ran it even though I did not change any setting So I was wondering how accurate this automatic arima forecasting is?

EViews Gareth
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Re: Automatic arima forecasting in a program

Postby EViews Gareth » Mon Oct 04, 2021 9:41 am

Yes, you can program it:
http://eviews.com/help/helpintro.html#p ... 23ww201049

It shouldn't give different results. Perhaps you could provide details?
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albertliu
Posts: 2
Joined: Sat Oct 02, 2021 7:57 am

Re: Automatic arima forecasting in a program

Postby albertliu » Tue Oct 12, 2021 7:24 am

Dear Gareth,

I found another way to program it via another language in the meantime but still thank you for your answer!


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