ARMA by reduction
Posted: Tue Aug 04, 2009 3:04 pm
Colleages,
I am running an ARMA on about 6200 observations with 10 MA and 10AR terms. Is there an authomatic way to select the best fit model by reduction based on the Akaike criterion, or I have to do it manually?
I am running an ARMA on about 6200 observations with 10 MA and 10AR terms. Is there an authomatic way to select the best fit model by reduction based on the Akaike criterion, or I have to do it manually?