Estimating the parameters of an ARIMA Model
Setting up specification files, running X12A from DOS and then examining the output for results can be rather tedious if different models are to be fitted and examined. The Excel workbook X12A&ACF&PACFEg.xls contains VBA macros that handle the process by control buttons. Exercise: You should analyse the DJ.DAT time series using the Excel workbook. ................
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