A Simple Eviews Program for ARMA Selection
2 Pages Posted: 14 Dec 2009
Date Written: December 14, 2009
This Eviews Program is a simple program that help you to select the best ARMA model based on Schwartz or Alaike criterion. You just enter max AR and MA order and finally the program selects the best model.
Keywords: Eviews Program, ARMA selection, Schwartz, Alaike
JEL Classification: B23, C22, C53
Suggested Citation: Suggested Citation