Thanks for the response.
Was very helpful.
Search found 9 matches
- Wed Apr 22, 2009 2:28 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
- Tue Apr 21, 2009 7:52 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
Re: ARMA model building with AIC and SIC
Hi Startz I posted this question in the past and was wondering if you could help me with it. I'm currently trying to estimate the CKLS continuous time model in EVIEWS 6 using the same Nowman(1997) methodology, but keep getting an error. The data I'm using is the 1 Month Interbank rate from August 20...
- Mon Apr 20, 2009 7:53 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
Re: ARMA model building with AIC and SIC
Thank you very much.
It worked! :)
It worked! :)
- Mon Apr 20, 2009 7:23 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
Re: ARMA model building with AIC and SIC
Hi
Thanks for your help.
I followed the steps your suggested, when I clicked on run in the program window, it runs all the models but does not save them. It only saves the very last one i.e., ARMA(5,5).
Thanks for your help.
I followed the steps your suggested, when I clicked on run in the program window, it runs all the models but does not save them. It only saves the very last one i.e., ARMA(5,5).
- Mon Apr 20, 2009 5:31 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
Re: ARMA model building with AIC and SIC
Thanks for the reply.
How do I copy and paste and run the 25 regressions? :?
Thanks in advance
How do I copy and paste and run the 25 regressions? :?
Thanks in advance
- Sat Apr 18, 2009 10:07 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
Re: ARMA model building with AIC and SIC
Hi Please I would like you to help me this problem: In generating the ARMA (5,5) models with the program: for !i=1 to 5 for !j=1 to 5 equation e1_!i_!j.ls y c ar(!i) ma(!j) next next The output it generates is, take for instance ARMA (4,4), will be(AR4,MA4) values, but it is the full output i.e. (AR...
- Sat Apr 18, 2009 8:39 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
Re: ARMA model building with AIC and SIC
Hi Gareth
Thanks for the reply.
I looked at that post before writing to you but still I could not write the appropriate program to run.
I have been on it for a long time with no result.
Please help?

Thanks for the reply.
I looked at that post before writing to you but still I could not write the appropriate program to run.
I have been on it for a long time with no result.
Please help?
- Sat Apr 18, 2009 7:39 am
- Forum: Programming
- Topic: ARMA model building with AIC and SIC
- Replies: 12
- Views: 24164
ARMA model building with AIC and SIC
Hi I am trying to build an ARMA (5,5) model that will report the AIC and SIC values but can't get it. I ran the program: for !i=1 to 5 for !j=1 to 5 equation e1_!i_!j.ls y c ar(!i) ma(!j) next next But the output it gives does not report the AIC and SIC values. I would like the output to report just...
- Wed Apr 08, 2009 9:55 am
- Forum: Estimation
- Topic: @logl error
- Replies: 1
- Views: 4146
@logl error
Hi, I'm currently trying to estimate the CKLS continuous time model in EVIEWS 6, but keep getting an error and was wondering if anyone would be good enough to give me a few pointers. The data I'm using is the 1 Month Interbank rate from August 2001 up to March 2009, at daily intervals. (I named this...
