Automatic arima forecasting in a program
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
Automatic arima forecasting in a program
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?
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?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Automatic arima forecasting in a program
Yes, you can program it:
http://eviews.com/help/helpintro.html#p ... 23ww201049
It shouldn't give different results. Perhaps you could provide details?
http://eviews.com/help/helpintro.html#p ... 23ww201049
It shouldn't give different results. Perhaps you could provide details?
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Re: Automatic arima forecasting in a program
Dear Gareth,
I found another way to program it via another language in the meantime but still thank you for your answer!
I found another way to program it via another language in the meantime but still thank you for your answer!
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Re: Automatic arima forecasting in a program
Hello everyone. After updating my Eviews 12 to Eviews 13 I am no longer able to run the autoarma program codes to make automatic arima forecasting. Everything is the same in the programme file, when I run the code on Eviews 12 it works. However, when I run the code on Eviews 13 it gives this warning: "Error in Sample: Range Error in "HBETON.AUTOARMA
(MAXAR=10, MAXMA=10, MAXSAR=1, MAXSMA=1,
SELECT=MSE, FORCLEN=1, MSETYPE=1) HBETON_F C
@EXPAND(@MONTH, @DROP(LAST))" on line 187."
When I try to make automatic arima forecasting by using "Proc" button, it gives again a warning of "Math Error has resulted in loss of precision"
Could you please help me?
Sincerely,
Caner.
(MAXAR=10, MAXMA=10, MAXSAR=1, MAXSMA=1,
SELECT=MSE, FORCLEN=1, MSETYPE=1) HBETON_F C
@EXPAND(@MONTH, @DROP(LAST))" on line 187."
When I try to make automatic arima forecasting by using "Proc" button, it gives again a warning of "Math Error has resulted in loss of precision"
Could you please help me?
Sincerely,
Caner.
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- EViews Developer
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Re: Automatic arima forecasting in a program
Sorry for the inconvenience. We will take a look.
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- EViews Developer
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Re: Automatic arima forecasting in a program
Is there any chance you can post the workfile at the point where you try to run this and get the error?
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Re: Automatic arima forecasting in a program
Is a screenshot okay or you want to run the program file on the workfile that I am currently working on?
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- EViews Developer
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Re: Automatic arima forecasting in a program
I'd like to run, if possible. I can't replicate for a test workfile with the forclen properly set to be after the estimation sample end.
Absent that, if you can tell me the estimation sample and the workfile sample and the forecast length.
Absent that, if you can tell me the estimation sample and the workfile sample and the forecast length.
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Re: Automatic arima forecasting in a program
EViews Glenn wrote:I'd like to run, if possible. I can't replicate for a test workfile with the forclen properly set to be after the estimation sample end.
Absent that, if you can tell me the estimation sample and the workfile sample and the forecast length.
I attached a workfile and a prg. document here. I hope you can see them.
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- EViews Developer
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Re: Automatic arima forecasting in a program
They didn't show up. Could you try to include again? Or send to support@eviews.com
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Re: Automatic arima forecasting in a program
EViews Glenn wrote:They didn't show up. Could you try to include again? Or send to support@eviews.com
I have just sent the files to support@eviews.com
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Re: Automatic arima forecasting in a program
uyanikcaner wrote:EViews Glenn wrote:They didn't show up. Could you try to include again? Or send to support@eviews.com
I have just sent the files to support@eviews.com
Is there any update on this issue? When will this problem be solved and the new patch be released?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Automatic arima forecasting in a program
Patch has been released.
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Re: Automatic arima forecasting in a program
how can I choose the AR and MA models without using piloting the ACF and PCAF graph, I mean, I want an automatic single Eviews command to select the best ARIMA model.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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