Hi, David is right. By the way, have a look at www.bde.es software distribution . There is a version of TRAMO for Windows which is freely available (YES it is free AND VERY GOOD). ps: minimize the BIC instead of AIC
Yves "mon sherif" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > 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. > > Thx a bunch for your help > > __________________________________________________ > Do You Yahoo!? > Everything you'll ever need on one web page > from News and Sport to Email and Music Charts > http://uk.my.yahoo.com > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
