ARMA

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brennan6738
Posts: 31
Joined: Tue Sep 08, 2009 1:28 pm

ARMA

Postby brennan6738 » Sat Dec 05, 2009 5:56 pm

Doe anyone know what it means when you run an ARMA and no values populate for the standard error, t-statistic and probability? I use the AIC and SIC and they both select an ARMA(4,3). When I run the model none of those values show up. I don't think its the size (when I add a fourth MA term I get those stats back). Any ideas?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: ARMA

Postby startz » Sat Dec 05, 2009 6:11 pm

That's very odd. You might post your workfile with the equation in it.
(Is your copy of EViews uptodate?)
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