construct ARMA model

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construct ARMA model

Postby tg128 » Tue Sep 23, 2008 9:30 am

just wondering if there are programming code for constructing ARMA model for the lag length from 0 to 6 for both AR terma and MA terms please? it is very time consuming to do it one by one from esitmate equation window...
many thanks!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11848
Joined: Tue Sep 16, 2008 5:38 pm

Postby EViews Gareth » Tue Sep 23, 2008 9:48 am

Something along the lines of:

Code: Select all

for !i=1 to 6
    for !j=1 to 6
       equation e1_!i_! y c ar(!i) ma(!j)

Will get most of what you want done. It won't include the zero lag options.

Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

Re: construct ARMA model

Postby maxchen » Fri Oct 10, 2008 7:51 pm

May be u like

Code: Select all

wfopen demo
!L = 6
%ar = ""
%ma = ""
for !i=1 to !L
   %ar = %ar +" ar(" +@str(!i) +")"
   %ma = %ma +" ma(" +@str(!i) +")"
   equation eq_{!i}.ls log(gdp) c {%ar} {%ma}

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