EViews.com

Hi,

I'm comparing the model results/estimates of several ARMA regression models built with SAS Proc ARIMA and Eviews. We want to migrate forecast models from SAS to Eviews. The AR regression model results are pretty close, but those with AR and MA terms are giving different coefficients are SE. I understand that they use different estimation algorithms, but the differences are significant. Any insights will greatly be appreciated.

Thanks,
Willard

Without seeing the data, etc... The only thing we can say is that it is due to the differences between the algorithms.