ar 1 estimation with maximum likelihood
Posted: 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.
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.