Page 1 of 1

AUTOARIMA - saving coefficients

Posted: Mon Apr 19, 2021 7:01 am
by fox6327
Hi All,

I am running a loop to find to best fit of the data using EViews' build-in AutoArima function. Since I want to some regularity across the selected models, could you help me how I could save the model parameters (p,q) with a quick loop? Until now, I have not managed to find a way to save the 'etables' with a unique name.

Cheers.

Re: AUTOARIMA - saving coefficients

Posted: Mon Apr 19, 2021 9:03 am
by EViews Gareth
Use the eqname= option to create an equation object, then extract the coefficient values from the equation with eqname.@coefs