Hi, Assuming the data generating process to be an ARIMA(p,1,q) with p=0,1,....50 and q=0,1,.....20.How can I find the order of ARIMA model using the Akaike information criterion.I thought to estimate ARIMA model for each order(eg ARIMA(0.1.1),ARIMA(0,1,2),...)and then choose the model with the lowest AIC,but it takes long time as I will estimate ARIMA model 50 times.I would be grateful if any one can help me to do so using one step.
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