Automatic arima forecasting in a program

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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!

uyanikcaner
Posts: 12
Joined: Sat Dec 05, 2020 8:31 am

Re: Automatic arima forecasting in a program

Postby uyanikcaner » Mon Sep 26, 2022 6:23 am

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.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Automatic arima forecasting in a program

Postby EViews Glenn » Mon Sep 26, 2022 6:36 am

Sorry for the inconvenience. We will take a look.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Automatic arima forecasting in a program

Postby EViews Glenn » Mon Sep 26, 2022 9:11 am

Is there any chance you can post the workfile at the point where you try to run this and get the error?

uyanikcaner
Posts: 12
Joined: Sat Dec 05, 2020 8:31 am

Re: Automatic arima forecasting in a program

Postby uyanikcaner » Mon Sep 26, 2022 9:41 am

Is a screenshot okay or you want to run the program file on the workfile that I am currently working on?

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Automatic arima forecasting in a program

Postby EViews Glenn » Mon Sep 26, 2022 1:33 pm

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.

uyanikcaner
Posts: 12
Joined: Sat Dec 05, 2020 8:31 am

Re: Automatic arima forecasting in a program

Postby uyanikcaner » Tue Sep 27, 2022 1:48 am

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.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Automatic arima forecasting in a program

Postby EViews Glenn » Tue Sep 27, 2022 9:14 am

They didn't show up. Could you try to include again? Or send to support@eviews.com

uyanikcaner
Posts: 12
Joined: Sat Dec 05, 2020 8:31 am

Re: Automatic arima forecasting in a program

Postby uyanikcaner » Tue Sep 27, 2022 11:54 pm

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

uyanikcaner
Posts: 12
Joined: Sat Dec 05, 2020 8:31 am

Re: Automatic arima forecasting in a program

Postby uyanikcaner » Thu Sep 29, 2022 1:06 am

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?

EViews Gareth
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Re: Automatic arima forecasting in a program

Postby EViews Gareth » Thu Sep 29, 2022 9:46 am

Patch has been released.
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