Another option for automatized ARIMA selection is to use TRAMO. You should install binaries from Gretl site. Use short output option,
All, Please forgive my simple questions. For ARIMA modelling, using the ACF and PACF to determine the pdq parameters requires subjective judgment based on experience. Answers are seldom clear-cut. As the subject header says, can a somewhat more objective path be found in quickly running through ARIMA models, varying parameters, acquiring AIC, BIC, HQC, and comparing? I don't think the time-series-->VAR lag selection option gets at precisely the same thing. Thank you TMN _______________________________________________ Gretl-users mailing list Gretl-users@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users