ARMA options in EV9

[maxchen]

EV 9 32bit 20150701

Code: Select all

!T = 60 '# of obs in estimation %otb1 = "1/20/2012" %otc = "2/22/2012" wfopen J2012-1m2.wf1 delete cocs smpl %otb1-!T+1 %otb1 equation eq if @vernum<9 then 'ver 8 or older freeze(tb8) eq.ls coc c ar(1) else 'ver 9 or later freeze(tb9c) eq.ls(arma=cls) coc c ar(1) 'still using ML freeze(tb9b) eq.ls(arma=eviews, optmethod=bfgs) coc c ar(1) freeze(tb9a) eq.ls(arma=eviews, optmethod=legacy) coc c ar(1) 'match exactly EV8 endif

J2012-1m2.wf1

data workfile

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I am trying to replicate the result of EV8, and find that
1 option arma=eviews is not in OR (EViews 9 Object Ref.pdf)
2 arma=cls still using ML

[EViews Glenn]

We'll get a fix.