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ARMA Selection

Posted: Mon Jun 11, 2012 1:30 pm
by sandd
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.

Re: ARMA Selection

Posted: Mon Jun 11, 2012 1:48 pm
by EViews Gareth
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.