Hi everyone,
I am tasked with simulating y(t) = e(t) + .9*e(t-1) with 200 random numbers I generated from excel.
This is obviously an MA(1) equation but what I do not understand how to do is apply the theta value = .9 or how to obtain the e(t-1). Any help would be much appreciated!
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- Fri Oct 13, 2017 9:40 am
- Forum: Estimation
- Topic: Simulating an equation in Eviews
- Replies: 1
- Views: 2393