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by mariabp
Mon Dec 18, 2017 4:43 pm
Forum: Estimation
Topic: Estimating a MA(4) model
Replies: 5
Views: 3951

Re: Estimating a MA(4) model

Thanks. I have tried with the command in "new object" > "OLS (ML/NLS) > "spread c MA(1) MA(2) MA(3) MA(4)", but I do not seem to get the right estimation output.
by mariabp
Mon Dec 18, 2017 4:29 pm
Forum: Estimation
Topic: Estimating a MA(4) model
Replies: 5
Views: 3951

Estimating a MA(4) model

Hi,

Someone who can help me on how to estimate a MA(4) model in Eviews?

I have to variables, aaa credit rated yields and baa credit rated yields, and then a spread which is computed from baa-aaa. I need to estimate a MA(4) model for the variable spread.

Thanks a lot in advance.

/Maria

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