Differences between Eviews and SAS proc arima

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willard.hong
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Joined: Tue Apr 29, 2014 2:55 pm

Differences between Eviews and SAS proc arima

Postby willard.hong » Tue Apr 29, 2014 4:02 pm

Hi,

I'm comparing the model results/estimates of several ARMA regression models built with SAS Proc ARIMA and Eviews. We want to migrate forecast models from SAS to Eviews. The AR regression model results are pretty close, but those with AR and MA terms are giving different coefficients are SE. I understand that they use different estimation algorithms, but the differences are significant. Any insights will greatly be appreciated.

Thanks,
Willard

EViews Gareth
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Re: Differences between Eviews and SAS proc arima

Postby EViews Gareth » Tue Apr 29, 2014 6:45 pm

Without seeing the data, etc... The only thing we can say is that it is due to the differences between the algorithms.
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