An Eviews Program for Arma Modeling and Forecasting

Abstract

This program helps to identification and aytomatic forecasting with ARMA models for forecasters and analysts.This program is compatible with EViews 3,3.1,4,4.1. For running it in EViews 5 and 5.1 simply check the box Version 4 compatible variable substitution.

Keywords: ARMA, identification, AIC, SC, forecasting, models selection, eviews program

JEL Classification: B23, C22, C53