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Releases: econcz/stata-xtarimau

xtarimau 1.0.3 for SSC

01 Apr 17:20
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xtarimau is a panel wrapper for arimaauto which is de facto an "augmented" Mata-written sister program to Christopher F. Baum's ARMA-limited arimasel with mutually consistent output, allowing for ARIMA(p,d,q) and multiplicative seasonal ARIMA(p,d,q)(P,D,Q) models, selecting the best model based on the LLF, AIC or SIC, and returning its estimates at the same time. However, unlike arimasel, the selection is by default performed with the help of the Hyndman-Khandakar algorithm, first implemented in the auto.arima function (part of of the "forecast" package) in the R language.