EViews.com

Thank you.

This is what I've done so far. I just started EViews programming a few days ago. As you can see, I'm trying to make the order of the model flexible. Yet the log-likelihood part requires typing in the exact equation. It is a GARCH model but with the Johnson SU as the underlying distribution. Rather t...

Thanks for your reply. I'am trying to make a program that allows me to estimate an ARMA model (later develop to GARCH) of any order. For instance, minimising "y - mu(1) -alpha(1)*y(-1) -alpha(2)*y(-2)" refers to an AR(2) model yet what if I want to estimate, say, an AR(10) model? I'm hopin...

I have seen other posts here about writing a program for estimating a particular order of ARMA model. Yet I'm interested in writing one allowing any order, i.e. the user may insert any order for AR and MA. Let y be the dependent variable, I noticed that one may program the residuals as y - mu(1) - @...