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.
AUTOARIMA - saving coefficients
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Re: AUTOARIMA - saving coefficients
Use the eqname= option to create an equation object, then extract the coefficient values from the equation with eqname.@coefs
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