Command capture: autoarma
Posted: Thu Jul 09, 2015 7:16 am
EViews 9, ver 20150701, 32bit on XP
the Command capture of autoarma (automatic ARIMA forecasting)
1 OR (EViews 9 Object Ref.pdf) p534, select=key, but the cmd capture gives "selec=key". My test shows, selec=hq still using AIC, and select=hq use HQ criteria
2 OR (EViews 9 Object Ref.pdf) p534, nonconv Allow non-converged models to be used in model selection or forecast averaging, but the cmd capture gives noconv, which one is correct for program batch prg files?
the summary table in sp02 and sp03 do not indicate whether non-converged models are used or not.
the Command capture of autoarma (automatic ARIMA forecasting)
1 OR (EViews 9 Object Ref.pdf) p534, select=key, but the cmd capture gives "selec=key". My test shows, selec=hq still using AIC, and select=hq use HQ criteria
2 OR (EViews 9 Object Ref.pdf) p534, nonconv Allow non-converged models to be used in model selection or forecast averaging, but the cmd capture gives noconv, which one is correct for program batch prg files?
Code: Select all
freeze(sp02) fp.autoarma(diff=0, maxma=1, noconv, selec=hq, forclen=20, atable, etable, eqname=eq02) fpf2 c
freeze(sp03) fp.autoarma(diff=0, maxma=1, nonconv, selec=hq, forclen=20, atable, etable, eqname=eq03) fpf3 c 'HQ, sp02 still AIC