Why i cant estimate std coefficients for ARMA terms?

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Amorimneto
Posts: 11
Joined: Thu Jan 15, 2015 11:55 am

Why i cant estimate std coefficients for ARMA terms?

Postby Amorimneto » Thu Jan 15, 2015 12:33 pm

When i estimate a regression using ARMA terms the eviews says:
ARMA terms not allowed in this procedure
Its probably something simple in theory, but i need the why this cannot be done

Att,
Carlos

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Why i cant estimate std coefficients for ARMA terms?

Postby startz » Thu Jan 15, 2015 1:47 pm

When i estimate a regression using ARMA terms the eviews says:
ARMA terms not allowed in this procedure
Its probably something simple in theory, but i need the why this cannot be done

Att,
Carlos
You'll likely need to show your exact command.


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