Search found 2 matches
- 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.
- 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
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