ARMA Selection
Posted: 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.
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.