how to generate an arma
Posted: Fri Jan 02, 2009 8:26 am
Hi
I am using eviews for the first time, so my question is quite obvious i guess...
I am using eviews3.0, and i want to generate different armas, that's the syntax i use:
create u 2000
genr a=rnd (nrnd is not working on this version i guess)
GENR ARMA=0
GENR ARMA= 0.9*ARMA(-1)+a+0.8*A(-1)
When i open the variables, i have different values for the a, but always get "na" for the arma. I tried different combination and it seems like the programm is not able to calculate the term arma(-1).
Can someone help me please!
I am using eviews for the first time, so my question is quite obvious i guess...
I am using eviews3.0, and i want to generate different armas, that's the syntax i use:
create u 2000
genr a=rnd (nrnd is not working on this version i guess)
GENR ARMA=0
GENR ARMA= 0.9*ARMA(-1)+a+0.8*A(-1)
When i open the variables, i have different values for the a, but always get "na" for the arma. I tried different combination and it seems like the programm is not able to calculate the term arma(-1).
Can someone help me please!