Search found 5 matches

by micmic
Mon Feb 22, 2010 3:36 pm
Forum: Program Repository
Topic: Automatic ARMA selection
Replies: 47
Views: 45963

Re: Automatic ARMA selection

I noticed that using this code EVIEWS 6.0 cannot handle ARMA terms greater than 11 (i.e. ARMA(11,11)). I have no trouble running ARMA(1,11) but when I increase it I get warning "Too Many ARMA Terms".

Is there a way to increase EVIEWS memory size to accomodate higher order ARMA terms?
by micmic
Mon Feb 22, 2010 2:17 pm
Forum: Program Repository
Topic: Automatic ARMA selection
Replies: 47
Views: 45963

Re: Automatic ARMA selection

Thanks Gareth. This is very helpful.
by micmic
Mon Feb 22, 2010 12:06 pm
Forum: Program Repository
Topic: Automatic ARMA selection
Replies: 47
Views: 45963

Re: Automatic ARMA selection

This code only works in EVIEWS 6.0
by micmic
Thu Feb 18, 2010 8:59 pm
Forum: Program Repository
Topic: Automatic ARMA selection
Replies: 47
Views: 45963

Re: Automatic ARMA selection

I tried it but it said

@UPPER is an illegal or reserved name in "IF @UPPER("@AIC")="@AIC" THEN

Is there an alternative word for " UPPER " I can use? Does this code work in EVIEWS 5?
by micmic
Mon Jan 25, 2010 10:25 pm
Forum: Programming
Topic: Help with GMM estimation - seven moment conditions
Replies: 0
Views: 1712

Help with GMM estimation - seven moment conditions

Hello! Thank goodness we have this forum where I can ask questions and share information about EVIEWS. I am active user of EVIEWS for many years but I havent done some real programming. Here is my issue... We are asked to estimate parameters from a mixture of normal distributions using GMM with simu...

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