ARMA Excel add-in

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N L

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Apr 9, 2008, 11:13:22 AM4/9/08
to [web:reg]
I have a couple of questions regarding the ARMA add-in:
1) Is there a way to specify an automatic selection method for use
with the ARMA() function in Excel? I can only see how to do it in the
dialog box form.
2) How can I get a good idea of what values to enter for P and Q when
I am using an automatic selection method? It seems that by typing in
values, I am giving a maximum for the automatic algorithm, but I don't
know whether it's better to stay at 5,5 or 7,7 or even 10,10 (I get
errors when I try anything over 10).

curtis

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Apr 16, 2008, 10:54:01 AM4/16/08
to [web:reg]
Hi,

1) No you must write your own VBA code to find the maximum. You can do
it with loops.
2) p and q schould be not to high. 3 is a good choice.
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