BJDIFF—Aid for choosing differencing options in ARIMA
Posted: Mon Apr 17, 2023 10:39 am
@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
Detailed description