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Ok. Thanks Gareth. Here's my whole workfile. My goal here is to explain inflation by comparing ARMA model with macro model or VAR models and so on. So here I would like to find an ARMA model for inflation. Inflation is dlog(cpilfesl) => rcpilfesl here. Please don't have a heart attack about my code ...

Thanks for your help :) I tried this, but it does not work :( I still get the error message, but instead of Alpha series in specification - " " @EXPAND can convert to categorical dimmies in "EQUATION E.LS RCPILFESL C " "" I get Alpha series in specification - (" &q...

Hi everyone ! I am using Eviews 7 I am trying to estimate ARMA(p,q) models for p=1 to 12 and q=1 to 12, and then report all the 144 AIC criterion into a matrix. This is my code : scalar pmax=12 scalar qmax=12 matrix(pmax+1,qmax+1) aic for !p=0 to pmax for !q=0 to qmax if !p=0 then %order=" &quo...