Yves,
Thanks for the nice words .
I forgot to point out that a Freeware version of FreeFore is available
at htt://www.download.com ...just search for FreeFore.
By the way IMHO , FreeFore is vastly superior to TRAMO because among
other things...
1. FreeFore searches for and includes Seasonal Pulses that may have
started
at points other than the beginning of the series.
2. FreeFore detects Local Time Trends and changes or breakpoints in
slopes .
3. FreeFore doesn't simply identify a model and stop, it iterates by
deleting insignificant structure and identifies omitted structure and
adds it to the model culminating in a parsimonious model.
4. FreeFore has inline tests and automatically remedies non-constant
variance and non-constant parameters over time.
5. FreeFore detects and incorporates lead , contemporaneous and lag
effects for suggested causal input series.
and on and on .....
while TRAMO does none of these things ( at least to my knowledge ! )
Thanks again ...
Dave Reilly
"CybercafeUser" <[EMAIL PROTECTED]> wrote in message
news:<3e34ed86$0$222$[EMAIL PROTECTED]>...
> 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
> >
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