construct ARMA model

[tg128]

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]

Something along the lines of:

Code: Select all

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


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

[maxchen]

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}
next