Hi everyone,
I am tasked with simulating y(t) = e(t) + .9*e(t-1) with 200 random numbers I generated from excel.
This is obviously an MA(1) equation but what I do not understand how to do is apply the theta value = .9 or how to obtain the e(t-1). Any help would be much appreciated!
Simulating an equation in Eviews
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Re: Simulating an equation in Eviews
romanme2 wrote:Hi everyone,
I am tasked with simulating y(t) = e(t) + .9*e(t-1) with 200 random numbers I generated from excel.
This is obviously an MA(1) equation but what I do not understand how to do is apply the theta value = .9 or how to obtain the e(t-1). Any help would be much appreciated!
Assuming you have the series e
Code: Select all
smpl 2 @last
series y = e + .9*e(-1)
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