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?
Search found 5 matches
- Mon Feb 22, 2010 3:36 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 150685
- Mon Feb 22, 2010 2:17 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 150685
Re: Automatic ARMA selection
Thanks Gareth. This is very helpful.
- Mon Feb 22, 2010 12:06 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 150685
Re: Automatic ARMA selection
This code only works in EVIEWS 6.0
- Thu Feb 18, 2010 8:59 pm
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 150685
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?
@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?
- Mon Jan 25, 2010 10:25 pm
- Forum: Programming
- Topic: Help with GMM estimation - seven moment conditions
- Replies: 0
- Views: 2776
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...