ar 1 estimation with maximum likelihood

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mastros
Posts: 1
Joined: Sun Jun 21, 2015 11:15 am

ar 1 estimation with maximum likelihood

Postby mastros » Sun Jun 21, 2015 11:29 am

Dear all,
I am trying to estimate an AR 1 ON E VIEWS BY USING MAXIMUM LIKELIHOOD!
@logl LL1
eps = y - c(1) - c(2)*x
LL1 = -log(c(3)) - (eps^2)/(2*c(3)^2) - 0.5*log(2*3.14159)
I try this code but it doesn't work. as I don't take any values for LogL . Probably THERE IS SOMETHING WRONG WITH C(3) PARAMETER. I am not an experienced e views user and for this reason my question may look a bit silly.
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AR1.WF1
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: ar 1 estimation with maximum likelihood

Postby EViews Gareth » Sun Jun 21, 2015 12:25 pm

EViews 9 has ml estimation of arma built in...


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