Search found 3 matches
- Mon Mar 04, 2013 11:05 am
- Forum: Econometric Discussions
- Topic: Heteroscedasticity
- Replies: 0
- Views: 1659
Heteroscedasticity
Hello, I have 72 monthly observations, I took days to foud a model of ARMA Finally I founded this equation " dliq c @trend ar(2) ar(4) ar(5) ar(10) ar(12) ma(4) ma(5) ma(10) ma(12) " I had this correlogramm: Included observations: 59 Q-statistic probabilities adjusted for 9 ARMA term(s) Au...
- Sat Feb 23, 2013 10:57 am
- Forum: Estimation
- Topic: ARMA model
- Replies: 3
- Views: 2748
Re: ARMA model
I didn't use it for such a long time. How can I updated it ?
- Sat Feb 23, 2013 7:56 am
- Forum: Estimation
- Topic: ARMA model
- Replies: 3
- Views: 2748
ARMA model
Hi everybody, I have 72 monthly observations, I can't found the ARMA model. I started with estimating: ar(2) ar(4) ar(8) ar(10) ar(12) ar(14) ma(2) ma(4) ma(10) ma(12) ma(14) ma(15) but according to the correlogramm, the coefficients are never significant (under 0,05) !! I continued searching, but w...