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Thanks for your answer.

Do you think i could somehow automatically read that out (ARMA model is not invertible) from ARMA structure -> Roots:



Edit: Also does this consider SMA/SAR terms too?

E.g. a command to tell me if the condition of Invertibility is met or not, so i can filter those models out

I have build a programm that goes through a combination of SARIMA terms and different dummy variables and make a table out of the relevant statistics (AIC etc.). What i also want, is to make sure the sum of the absolute coefficients of the model is below 1 (Invertibility condition) so i don't get ex...

Thanks must have missed that.

I got a workfile with an equation in it, and a csv file with data in it. I want both the workfile and the csv file merged into the same workfile, but the workfile range should equal the range of the csv file. If i do this: wfopen equation.WF1 import data.csv Then the range of the workfile equals the...

When i estimate an ARIMA Model with dynamic regressors (dummy variables), there is this note (probabilities may not be valid for this equation specification) on the bottom of the correlogram window. Are the p values valid, are they not, what does that mean?

Thanks, exactly what i wanted.

I have an eviews program that i would like to run regularly (for example every 3 minutes). Is that possible/how to do that?

It would be even better if could set the time it should run (for example 15:00 daily).

Thanks i'll look it up.

Thanks.

But i would also need the forecast evaluation under the condition that all negative values are zeros. Is it possible to somehow specify it in the estimation equation?

My data is strictly positive (and zero values), and the output of a forecast should be only positive (and zero values) too. My equation (simplified) looks something like this: y = 3 * x - 1 * z So it's possible that a negative value arises if e.g. x is 0 and z is above 0. But i don't want negative v...

Hi, i have data with a 3 minute frequency and want to do time series analysis on it. Is it possible to import/use the data? There are options for 2 minute or 5 minute frequency data when creating a new workfile/importing data, but not for 3 minute frequency data. I use eviews 8. Attached is a sample...