Estimating a MA(4) model

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mariabp
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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
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Re: Estimating a MA(4) model

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

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Re: Estimating a MA(4) model

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

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Re: Estimating a MA(4) model

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

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mariabp
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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!
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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.


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