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- Tue Sep 20, 2016 10:25 am
- Forum: Estimation
- Topic: S.E. Regression in MLE of ARMA output in EViews 9
- Replies: 0
- Views: 10482
S.E. Regression in MLE of ARMA output in EViews 9
Hello, How is the S.E. of regression calculated in EViews 9 for MLE estimation of ARIMA models? What is the theory behind that calculation? It is important, because the forecast intervals are calculated based on that. The estimated parameters with MLE estimation includes an estimation of error varia...