Subscribe Bookmark RSS Feed

Running ARIMA autoselecting FROM-TO range

gutloja

Community Trekker

Joined:

Jul 31, 2015

Hello,

I am running an ARIMA model, but I also would like to test the same parameters on different files of various lengths. Is there a way to auto select "To" and "From" range?.


I already tried using:


N Row( :RowNO )

Max( :RowNO )

Global variable = 708


[Where "RowNo" is a column created with "Sequence( , , , )" from 1-N]


But I cannot make it work. I have been able to use successfully "Max( :RowNO )" for variable Y axis in graphs.

This is the code I am currently using.

9378_Screen Shot 2015-08-01 at 9.40.18 AM.png

ARIMA Forecast(

    :Name( "1_OUT_Vs" ),

    708,

    ARIMA( 1, 1, 4 ),

    {AR Coefficients( {0.657554020208914} ),

    MA Coefficients(

        {0.133731342003291, -0.381271305370554, 0.59558889528982, -0.503671255632547

        }

    ), Intercept( -0.00198098398142672 )},

    Row() - 708,

    Row() - 708

)


Thank you for your help.


-JGL