@REGACFIT

[ac_1]

Hi Tom,

From BOXJENK the residuals are automatically saved in the series %RESIDS.

I can use @REGCRITS after BOXJENK (and LINREG...), to display various information criteria.

Projected (fitted) values can be computed using PRJ.

Can I use @REGACFIT after BOXJENK?

thanks,
Amarjit

[TomDoan]

Doesn't it work just fine? @REGACTFIT computes fitted values as dependent minus residuals which applies to ARIMA models as well.

[ac_1]

Doesn't it work just fine? @REGACTFIT computes fitted values as dependent minus residuals which applies to ARIMA models as well.

Yes it does, however https://estima.com/ratshelp/index.html? ... edure.html does not explicitly mention BOXJENK.

[TomDoan]

Because the "act-fit" part rarely has any usefulness in ARIMA models. Either the fit is indistinguishable from the actual (if the original series is non-stationary), or the fit is indistinguishable from the process mean (if the original series is stationary).