Thank Gareth, what I mean is: How should I substitute the coefficients of arma (1,1) to the equation ?Not really sure what you're asking.
Search found 2 matches
- Mon Jun 13, 2016 2:00 am
- Forum: Estimation
- Topic: Substituting the arma estimation coefficient
- Replies: 4
- Views: 3926
Re: Substituting the arma estimation coefficient
- Mon Jun 13, 2016 1:48 am
- Forum: Estimation
- Topic: Substituting the arma estimation coefficient
- Replies: 4
- Views: 3926
Substituting the arma estimation coefficient
Hi every one, I am not very good in forecasting time series with Eviews. I have tried to estimate the arma (1, 1) processes with EVIEWS7 using consumer price index data. I got C = 0.006031, coefficient of AR(1) = 0.542517 and coefficient of MA (1) = -0.987227. When I view the substituted coefficient...