I'm working with cross-sectional time-series data. X-12 ARIMA has a
feature that allows the software to pick the optimal model for any
particular series, then apply that model to all series. However, the
software cannot pick the optimum model for a collection of series. So
far as I am aware, Stata does not have such a feature, either. Is
that correct? Is there any software that would suggest a single model
(i.e, same form with identical coefficients) for all series rather
than only one series?
TIA
Jimmy Verner
Graduate Student
University of Texas - Dallas
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
