El 28/09/11 13:17, Ignacio Diaz-Emparanza escribió: > printf "ARIMA(%1.0f, %1.0f, %1.0f)X(%1.0f, %1.0f, %1.0f) with > BIC=%f\n", p, d, q, P, D, Q, mmbic > print "+++++++++++++++++++++++++++++++++++++++++++++" > return morder > end function > # ------------ main ------------------------- > open bjg.gdt > Y=diff(lg) > Y=sdiff(Y) > series ruhat > matrix X = Rautoarima(Y,&ruhat) > </hansl>
Sorry, the line beginning with BIC=% correspond to the end of the previous one and the diff and sdiff commands are not needed, you may run matrix X = Rautoarima(lg,&ruhat) and the procedure determines the differences. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es
