-Emparanza
Sent: Wednesday, September 28, 2011 4:48 AM
To: Gretl list
Subject: Re: [Gretl-users] Help with time-series analysis using ARIMA models in
GRETL
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",
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
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
On Mon, 26 Sep 2011, Jeevan Tambuluri wrote:
> I have time-series data with a large number of samples (anywhere
> from 180 to 360 daily samples). I would like to use GRETL to
> automatically pick a ARIMA model to forecast values for as many as
> 30-60 days into future. I would like to also
Hello All,
I have time-series data with a large number of samples (anywhere from 180 to
360 daily samples). I would like to use GRETL to automatically pick a ARIMA
model to forecast values for as many as 30-60 days into future. I would like to
also model for seasonality in the data.
I have been
