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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?

Thanks Gareth. This is very helpful.

This code only works in EVIEWS 6.0

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?

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...