A Simple Eviews Program for ARMA Selection

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

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Year of publication:	2010
Authors:	Peymany, Moslem
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| ARMA-Modell \| ARMA model

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Extent:	1 Online-Ressource (2 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 14, 2009 erstellt
Other identifiers:	10.2139/ssrn.1523045 [DOI]
Classification:	B23 - Econometrics; Quantitative Studies ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014199898