VARMAX model

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

Post Reply
ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

VARMAX model

Postby ch2324 » Mon Dec 16, 2013 8:57 am

hi
is there any way to estimate VARMAX or VARIMAX model in eviews 8 or in next version?
kind regrads
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VARMAX model

Postby EViews Gareth » Mon Dec 16, 2013 9:27 am

The VAR object allows exogenous regressors.
Top
ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: VARMAX model

Postby ch2324 » Wed Dec 18, 2013 12:47 pm

I know, but the problem with VMA terme. I can make VARX model but VARMA not is there any way?
kind regrads
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VARMAX model

Postby EViews Gareth » Wed Dec 18, 2013 12:57 pm

Ah, true. You cannot estimate a VARMA model in EViews, other than by coding it yourself :(
Top
ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: VARMAX model

Postby ch2324 » Fri Dec 20, 2013 4:58 am

hi, if the next version of EViews 9 can do VMA and VARMAX or not.
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VARMAX model

Postby EViews Gareth » Fri Dec 20, 2013 7:53 am

We have non plans for it at the moment.
Top
ch2324
Posts: 133
Joined: Fri May 10, 2013 10:52 am

Re: VARMAX model

Postby ch2324 » Tue Dec 24, 2013 11:35 am

I hope there will be a plan for the next version :) , thanks for your reply
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests