how to interpret ARMA result

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ikenna
Posts: 3
Joined: Thu Sep 15, 2011 12:39 pm

how to interpret ARMA result

Postby ikenna » Thu Sep 15, 2011 2:04 pm

Please forgive if my questions are naive as I am new to eviews. I am researching on weak form efficiency on a stock exchange and was asked to used ARMA on all share index (ASI). After performing unit root I decided to difference and log the ASI data to cater for nonstationarity. Viewing the corellogram of dlog(ASI) I am at a loss as to the order of ar and ma as the ACF and PACF dont exactly fall to zero. Please look at the work file and tell me where I went wrong and how best to proceed. Also, I was looking through the Eviews help topics (under output from ARIMA estimation) and i was wondering how to know the standard error and t-statistic of yt-5 as it does not appear in the output table. Please help!
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ikenna
Posts: 3
Joined: Thu Sep 15, 2011 12:39 pm

Re: how to interpret ARMA result

Postby ikenna » Thu Sep 15, 2011 8:35 pm

Please someone should come to my aid and respond to my post.

ikenna
Posts: 3
Joined: Thu Sep 15, 2011 12:39 pm

Re: how to interpret ARMA result

Postby ikenna » Fri Sep 16, 2011 7:54 pm

wow! 20 views and not one person considers my post worthy enough to respond? How nice! and here I am thinking that this forum would be a solution to my eviews problems.(sob sob sob)


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