I'm creating several automatic arima forecasts in a loop, within a program. I would like to at least save the model stats as tables within my workfile or if possible, store the automatic arima models as equations within my model. Any thoughts on how to do this?
I've included some of my code below:
Code: Select all
model hsddc_daily
for %x CEN NED WST US
smpl %ss %es
pysh{%x}.autoarma(maxsar=1, maxsma=1, noconv, forclen=135, etable) pysh{%x}_0
smpl %ss %es
hsddc{%x}.autoarma(maxsar=1, maxsma=1, noconv, forclen=120, etable) hsddc{%x}_0 dom pysh{%x}
next
for %x cen ned wst us
hsddc_daily.append @identity ihsddc{%x} = pysh{%x}_0*hsddc{%x}(-365)
next
'solve the model
%solvestart = @datestr(@dateadd(@dateval(hsddcned.@last),-14,"d"),"mm/dd/yyyy")
%solveend = @datestr(@dateadd(@dateval(hsddcned.@last),120,"d"),"mm/dd/yyyy")
smpl %solvestart %solveend
hsddc_daily.solveopt(s=d,d=d,m=5000,c=1e-8,a=f,o=g,i=a,n=t,e=t,g=n,z=1e-7,f=t,v=f,j=a)
solve hsddc_daily