Search found 9 matches

by petimi
Wed Apr 22, 2009 2:28 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 response.

Was very helpful.
by petimi
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...
by petimi
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! :)
by petimi
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). :oops:
by petimi
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
by petimi
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...
by petimi
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?

:cry:
by petimi
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...
by petimi
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...

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