Dear Gareth or Trubador
I am using Eviews 9, the ARMA method is maximum likelihood and it could not be tested with LM test. Do you know the reason behind this? or how can we change the method in order to use LM test.
Thank you
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- Thu Aug 11, 2016 8:09 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149264