AUTOARIMA - saving coefficients

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fox6327
Posts: 4
Joined: Thu Mar 11, 2021 11:01 am

AUTOARIMA - saving coefficients

Postby fox6327 » Mon Apr 19, 2021 7:01 am

Hi All,

I am running a loop to find to best fit of the data using EViews' build-in AutoArima function. Since I want to some regularity across the selected models, could you help me how I could save the model parameters (p,q) with a quick loop? Until now, I have not managed to find a way to save the 'etables' with a unique name.

Cheers.

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

Re: AUTOARIMA - saving coefficients

Postby EViews Gareth » Mon Apr 19, 2021 9:03 am

Use the eqname= option to create an equation object, then extract the coefficient values from the equation with eqname.@coefs
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