Box jenkins problem trying find to best fit model
19 posts
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Re: Box jenkins problem trying find to best fit model
by GaryM26 » Wed Sep 12, 2012 4:32 pm
I'm not sure, thats why i asked. I thought for some reason all the coefficients in the model needed to be.
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Re: Box jenkins problem trying find to best fit model
by TomDoan » Wed Sep 12, 2012 6:43 pm
If you're confused about how to deal with the insignificant MA(2) term, you should talk to a faculty member.
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Re: Box jenkins problem trying find to best fit model
by GaryM26 » Fri Sep 14, 2012 12:19 pm
You might want to try using t rather than Normal errors (DISTRIB=T) option, given the high kurtosis on the standardized residuals.
Hi Tom, When your using the T distribution option, under it in the shape box what do i put? Is it the degrees of freedom. my Obs are 1999
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Re: Box jenkins problem trying find to best fit model
by TomDoan » Fri Sep 14, 2012 12:25 pm
How many data points you have has nothing to do with that. Leave it blank and let it be estimated.
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19 posts
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