AUTOBOX—Automatic model selection for ARIMA model

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

AUTOBOX—Automatic model selection for ARIMA model

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AUTOBOX.RPF uses the procedures @BJDIFF and @GMAUTOFIT to do an automated choice for the differencing and seasonal ARIMA specification for a series, then uses BOXJENK to estimate the chosen model, allowing for automated outlier detection.

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