Thank you all for providing excellent pointers!
I will be trying out some of the techniques and will surely post anything I
learn from it.
Jeevan
-Original Message-
From: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Ignacio Diaz-Emparanza
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 ---
El 28/09/11 02:06, Allin Cottrell escribió:
>>
>> Now, here is my issue. I would like to write a library to
>> basically take time series data as input, try various ARIMA models
>> and pick the most appropriate one "automatically" without human
>> input or intervention. I understand this is fairly
On Mon, 26 Sep 2011, Jeevan Tambuluri wrote:
> Now, has anyone tried this using GRETL where multiple models are tried
> and results (fstats output) are compared to pick one over the other? If
> so is there a GRETL script out there that can be shared?
The following simple script does something w
R has such a function (called auto.arima in forecast package):
auto.arima Fit best ARIMA model to univariate time series
Rem
On 2011.09.28 03:06, Allin Cottrell wrote:
> On Mon, 26 Sep 2011, Jeevan Tambuluri wrote:
>
>> I have time-series data with a large number of samples (anywhere
