@BJDIFF generates a table of Schwarz (BIC) criteria for various combinations of differencings and mean extractions, as a preliminary step in Box-Jenkins modeling. It can be used (if done carefully) to do an automated choice for the DIFFS, SDIFFS and CONSTANT options on a BOXJENK instruction.
Detailed description
BJDIFF—Aid for choosing differencing options in ARIMA
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm