ARMA model

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-wish-
Posts: 3
Joined: Sat Feb 23, 2013 7:24 am

ARMA model

Postby -wish- » Sat Feb 23, 2013 7:56 am

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 when I enter this model : ar(3) ar(4) ar(8) ar(9) ar(10) ma(3) ma(4) ma(8) ma(9) ma(10) ma(15) Eviews closes suddenly. I really don't know what to do.

Can you please help me to found these terms ?

I uploaded my workfile.

Thank you.
Last edited by -wish- on Sat Feb 23, 2013 3:53 pm, edited 1 time in total.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: ARMA model

Postby startz » Sat Feb 23, 2013 9:46 am

First thing is to be sure that your copyof EViews is up-to-date.
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-wish-
Posts: 3
Joined: Sat Feb 23, 2013 7:24 am

Re: ARMA model

Postby -wish- » Sat Feb 23, 2013 10:57 am

I didn't use it for such a long time. How can I updated it ?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: ARMA model

Postby startz » Sat Feb 23, 2013 11:49 am

It depends which version you have. EViews 7 has an update command under the options menu. Or you can go to http://www.eviews.com/download/download.html to find updates.
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