EViews.com

The steps are next: 1. Constructing the time series ARMA(2,1): smpl @all series e=nrnd smpl @first 2 series x=1 smpl @first+2 @last series x=1+0.9*x(-1)+0.5*x(-2)+e-1.2*e(-1) 2. View --> Correlogram http://forums.eviews.com/viewtopic.php?f=3&t=858 - here the similar problem was solved by EViews ...

Hello! I have been faced with some similar problem hence I am writing here. I have been trying construct correlogram for ARMA(2,1) equation x=1+0.9*x(-1)+0.5*x(-2)+e-1.2*e(-1) but EViews has been getting "Near singular matrix". May be that it is connected with exponential growth of x? Last...

Thanks very much!

Hello! Help me, please. I have been generating (with "program") time series, consisting of 2500 observations and its process is ARMA(2,1): smpl @all series e=nrnd smpl @first @first series x=1 smpl 2 @last series x=1+0.5*x(-1)+0.1*x(-2)+e-1.2*e(-1) EViews has been getting only first value ...