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Hi, I'm using EViews 9 Standard Edition. No automatic updates outstanding. I find a problem when trying to get the table view of ARMA roots of an estimated equation. Here's my code: equation mod1b.ls dlog(x, 1, 12) AR(1 to 2) mod1b.arma(type=root,t) And here's the error: type=ROOT is an unrecognized...

The model (Modelo3) is a SARIMAX model. That is, a seasonal ARIMA model with exogenous variables. Let's break down the R code and then figure out what needs to be done in EViews. ⋅ Data$Table is a univariate time-series. It is the dependent (left-hand side) variable in the model. ⋅&nb...

Hi nawal, If you're estimating the equations using OLS then there is a built-in feature that you could use instead of trying to write a program from scratch. Here's how to do it. Open an equation object. Click "View". Under "Stability Diagnostics", you will see an option called &...

Hi diederikvanduuren, If this is for a class exercise, why not ask your professor? He/she should be in a better position to guide you on your econometric software needs given your level of study, course content, and requirements. If you do need to use econometric software, EViews 9 can be recommende...

Hi ConfusedaboutEViews, Generally speaking, when selecting an ARIMA model one of the desirables is to choose a parsimonious model, so, on that basis, removing the MA(1) term from the ARIMA(2,1,3) model certainly makes sense and can be justified. One less parameter to estimate means a slightly more e...

Not sure I fully understand what the problem is here, but one idea would be to consider the fact that a HP filter can be cast into state-space form. Treating the HP filter as a special case state-space model (with lambda entering via restrictions on the variance terms) you could then merge a state-s...

The commands below might be useful. Consult the EViews documentation for the specifics. logmode logmsg logsave As an example, if I'm using the exec command to run a number of programs, I usually put something like the code below into my programs. In this way, I can keep track of what's going on. The...

Hi, HollEviews. I've attached a subroutine that handles both the force option as well as automatic reading of the .saa file. The key to this is really just to use @temppath to locate the .saa file. Once you have the file's location, an import statement can load the data into the workfile for you. Se...

Hi Bruno (bdamasio). I've attached a program (x13force.prg) containing a subroutine that should do the trick. You might need to make a few changes to the specification file (which I create as a text object). Depending on how you have EViews set up on your computer, you may not have to make any other...