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EQ Specificiation in Eviews 9 vs Eviews 7

Posted: Wed Apr 25, 2018 10:33 am
by Rickaeviews
Equation EQ1.ARCH(1,1,parch,archm=var,arma=CLS) Y C AR(1) AR(2) AR(3) MA(2)

I cannot figure out what to submit to 9 that is equivalent to submitting the above to 7.

If anyone has the answer, or suggestions of combinations to try, please respond.

Re: EQ Specificiation in Eviews 9 vs Eviews 7

Posted: Wed Apr 25, 2018 10:43 am
by EViews Gareth
Probably want the OPTMETHOD=LEGACY option in there.

The defaults for convergence and iterations changed as well, so you might need to set those manually.