I'd like to know if there is a way to test, in a ARMA(p,q) model, the hypothesis that a AR root is equal to a MA root (at a given level of confidence) ?
Is it possible to get a Student's t-statistic for these roots ?
Thanks in advance for any suggestion.
(I have eviews version 5)
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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