ARMA Selection

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

Moderators: EViews Gareth, EViews Moderator, EViews Esther

Post Reply
sandd
Posts: 1
Joined: Mon Jun 11, 2012 1:20 pm

ARMA Selection

Postby sandd » Mon Jun 11, 2012 1:30 pm

Hi. I'm just getting started on Eviews, and I'm more familiar to R.
Is there a place where I can find how to estimate a serie using AIC, but estimating a SARIMA(p,d,q)(P,D,Q) model?
Also, I'm using "ARMA selection" for my series, and there's no option for seasonal terms. Is that right?
Thanks.
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARMA Selection

Postby EViews Gareth » Mon Jun 11, 2012 1:48 pm

The ARMA Select add-in does support seasonal term selection as well as normal ARMA terms. It only shows those options in monthly, quarterly, semi-annual, or 7-day weekly workfiles though.
Top
Post Reply

Return to “Add-in Support”

Who is online

Users browsing this forum: No registered users and 2 guests