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