Estimating a MA(4) model

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.

Moderators: EViews Gareth, EViews Moderator

mariabp
Posts: 2
Joined: Mon Dec 18, 2017 3:09 pm

Estimating a MA(4) model

Postby mariabp » Mon Dec 18, 2017 4:29 pm

Hi,

Someone who can help me on how to estimate a MA(4) model in Eviews?

I have to variables, aaa credit rated yields and baa credit rated yields, and then a spread which is computed from baa-aaa. I need to estimate a MA(4) model for the variable spread.

Thanks a lot in advance.

/Maria

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: Estimating a MA(4) model

Postby EViews Gareth » Mon Dec 18, 2017 4:37 pm

Follow us on Twitter @IHSEViews

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: Estimating a MA(4) model

Postby EViews Gareth » Mon Dec 18, 2017 4:38 pm

Follow us on Twitter @IHSEViews

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: Estimating a MA(4) model

Postby EViews Gareth » Mon Dec 18, 2017 4:39 pm

Follow us on Twitter @IHSEViews

mariabp
Posts: 2
Joined: Mon Dec 18, 2017 3:09 pm

Re: Estimating a MA(4) model

Postby mariabp » Mon Dec 18, 2017 4:43 pm

Thanks. I have tried with the command in "new object" > "OLS (ML/NLS) > "spread c MA(1) MA(2) MA(3) MA(4)", but I do not seem to get the right estimation output.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Estimating a MA(4) model

Postby startz » Mon Dec 18, 2017 6:48 pm

Perhaps you should post what you did and why you think the answer is wrong.


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 23 guests