An Eviews Program for Arma Modeling and Forecasting
2 Pages Posted: 22 Feb 2005
This program helps to identification and aytomatic forecasting with ARMA models for forecasters and analysts.This program is compatible with EViews 3,3.1,4,4.1. For running it in EViews 5 and 5.1 simply check the box Version 4 compatible variable substitution.
Keywords: ARMA, identification, AIC, SC, forecasting, models selection, eviews program
JEL Classification: B23, C22, C53
Suggested Citation: Suggested Citation