automate the ARIMA

[Data cruncher]

Curtis,

At this moment, I am engaged with a large statistical challenge and I
would like to use your ARIMA program.

Basically, I would like to run the ARIMA program on ~ 800 time series
and per time series, I want the program to automatically choose the
order of both p and q.

Is there a way to do that?

Thanks in advance,

Sailor

[N Lee]

I was also looking for a way to do so, and I found a sort of
workaround. This works in Excel 2007 for Windows XP (and ought to work
in previous versions in Windows).

It seems that with this add-in, the only way to automatically select
the P and Q, you need to use the graphical interface, which
unfortunately does not respond to VBA commands (as you probably know
by now).

I came up with a solution that uses AutoIt (www.autoitscript.com) to
automate the GUI. AutoIt is a fairly simple scripting language that
can push keystrokes and mouse movements through Windows.

It goes like this:
1) Excel VBA program sets up my worksheets
2) Excel opens a pre-compiled AutoIt script that then stands ready for
the ARMA window to show up with: Shell "C:\~path~\AutomaticARMA1.exe",
vbHide
3) Excel opens the ARMA GUI with: Application.Run "arma_vba.xla!
armago"
4) Excel VBA program copies data from ARMA result sheets into the my
worksheets.

It's a bit complex, but it works. Feel free to contact me with any
additional questions.

N Lee