Simulating an equation in Eviews

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romanme2
Posts: 1
Joined: Fri Sep 29, 2017 10:20 am

Simulating an equation in Eviews

Postby romanme2 » Fri Oct 13, 2017 9:40 am

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!

startz
Non-normality and collinearity are NOT problems!
Posts: 3325
Joined: Wed Sep 17, 2008 2:25 pm

Re: Simulating an equation in Eviews

Postby startz » Fri Oct 13, 2017 10:41 am

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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