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GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models)
Tom Doan Statistical Software Components from Boston College Department of Economics
Does an automatic fit of a multiplicative seasonal ARMA model to a series following the procedure described in Gomez and Maravall, "Automatic Modeling Methods for Univariate Series", in Peña, Tiao and Tsay, eds., "A Course in Time Series Analysis", New York: Wiley, 2001.
Requires: RATS 7.30
Keywords: ARIMA; models (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link) http://www.estima.com/procs_perl/gmautofit.src (text/plain)
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rts00078
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