ARMA options in EV9
Posted: Thu Jul 09, 2015 6:50 am
EV 9 32bit 20150701
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
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
1 option arma=eviews is not in OR (EViews 9 Object Ref.pdf)
2 arma=cls still using ML