EViews.com

File/New/Program

Thanks. You are the best. =)

Your code is right. Here's an example: series y = 2 + 2*e(-1) + e ls y c ma(1) The estimated MA coefficient will be about 0.5. That's because for an MA(1) coefficients of theta and 1/theta imply the same MA process. Thanks a lot! Just a quick side question: how do I create a command file in eviews ...

Those MA coefficients may not be invertible. Try it with different coefficients. And how large was your sample? Is it that sometimes MA coefficients are not invertible? That's good to know. Does that mean that my code is right? When I tried to estimate it with the following code: y c e(-1) e(-2) I ...

Hi there, I have simulated an ma(2) process using the following code: smpl @all series e=nrnd smpl @first+2 @last series y=0.7-2*e(-1)+1.35*e(-2)+e However, when I tried to estimate it with the following code: y c ma(1) ma(2) I was not able to recover the original regression coefficients. Can anyone...