Sanzad, you could choose an ARMA specification using information criteria (Akaike, Schwarz, and so on) or selecting a model with the minimum out-of-sample forecast error. Best, Rodrigo. <br><br><div class="gmail_quote">2012/6/13 Sanzad Siddique <span dir="ltr">&lt;<a href="mailto:pavelkushtia@gmail.com" target="_blank">pavelkushtia@gmail.com</a>&gt;</span><br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi There,<div><br></div><div>Can anyone of you know, how I can estimate the order for a given time series data set. I can estimate the order for a AR or MA series separately using the autocorrelation and partial autocorrelation pattern ( cut off values), but it is not possible for mixed AR and MA. Is there any way to estimate the order from GRETL?</div>

<div><br></div><div>Thanks,</div><div>Sanzad </div>
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