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
Estimating a MA(4) model
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Re: Estimating a MA(4) model
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Re: Estimating a MA(4) model
Follow us on Twitter @IHSEViews
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Re: Estimating a MA(4) model
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Re: Estimating a MA(4) model
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.
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Re: Estimating a MA(4) model
Perhaps you should post what you did and why you think the answer is wrong.
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