ARMA options in EV9

[maxchen]

EV 9 32bit 20150701

Code: Select all

!T = 60   '# of obs in estimation
%otb1 = "1/20/2012"
%otc = "2/22/2012"

wfopen J2012-1m2.wf1

delete cocs
smpl %otb1-!T+1 %otb1

equation eq

if @vernum<9 then   'ver 8 or older
   freeze(tb8) eq.ls coc c ar(1)
else   'ver 9 or later
   freeze(tb9c) eq.ls(arma=cls) coc c ar(1)   'still using ML
   freeze(tb9b) eq.ls(arma=eviews, optmethod=bfgs) coc c ar(1)
   freeze(tb9a) eq.ls(arma=eviews, optmethod=legacy) coc c ar(1)   'match exactly EV8
endif



J2012-1m2.wf1

data workfile

(17.85 KiB) Downloaded 577 times

I am trying to replicate the result of EV8, and find that
1 option arma=eviews is not in OR (EViews 9 Object Ref.pdf)
2 arma=cls still using ML

[EViews Glenn]

We'll get a fix.