Transition from SAS Time Series Forecasting System to Eviews

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

blcalkins
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Joined: Fri Mar 08, 2013 3:44 pm

Transition from SAS Time Series Forecasting System to Eviews

Postby blcalkins » Fri Mar 08, 2013 3:51 pm

I have a time series forecasting model in SAS which is run using a maximum likelihood estimation method. Other methods include unconditional least squares and conditional least squares. How can I duplicate the model in Eviews using a maximum likelihood estimation method?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Transition from SAS Time Series Forecasting System to Ev

Postby EViews Gareth » Fri Mar 08, 2013 3:59 pm

We'd need considerably more information to be able to help. What sort of estimation are you doing? Pretty much every type of estimation in EViews (or, in econometrics in general) could be thought of as "Maximum Likelihood" estimation.


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