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Hi !
I am using Eviews 7. I have a question on ARMA terms. How does one decide the optimal order of the ARMA specification ( number of AR and MA terms ) ? I have not read a satisfactory explanation in the manual, unless I am missing something. Can you suggest any other resources?

Thank you kindly

Hi!

Is this a valid estimation equation - X c @trend ar(1) ma(1) SAR(4) SMA(4) ?

Yes, I am still learning, so pardon the trivial nature of my queries. I hope someone is good enough to have a look at these queries of mine in a positive way.

Thanks

Suppose I want to fit an ARMA(p,q) to a variable with linear trend and seasonality : X c ar(1) ma(1) SAR(4) SMA(4) ?

I have fitted many more with different AR and MA terms. The best model would depend on the analysis of the estimation outputs?

Thanks for your time

In continuation, what is the significance of seasonals SAR(1) - SAR(4). Does it mean that SAR(4) accounts for seasonality in qtr 4 ?

I am hoping to get some pointers on my earlier query too. Thanks in advance.

Hi !

I am using version 7. I need to estimate an ARMA(p,q) model with linear trend and seasonal dummies. I am not quite clear about the form it will take. Could you give me some indications please ?

Many thanks!

My model is represented by: log Y = β0 + β1log(X1) + β2log (X2) + ε

I cannot figure out how to estimate this regression using Eviews 7

I will be grateful for some hints.

-ranpan