I have some suggestion, in EViews Estimation ARMA using the backcasting method of Box and Jenkins, or by conditional least squares, why do not put an option to estimate ARMA with a third method like maximum likelihood, and add an option to kalman filter like stata software.
2nd to add option in arch methods to estime FIGARACH FIAPARCH (BBM & CHUNG) and FIEGARCH HYGARCH.
the EViews is better than other softwares but if these options will added it will be the best (it is my opinion)
these options will be added in next version of EViews 9.
BEST REGARD CH2324.
some suggestion
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