Hi ,
I performed the ADF Unit Root Test and i found that there is no trend so it's a DS Process (Non stationary stochastic) .I differentiated, it's an ARMA(2,1) ? I tried to estimate the models but no model satisfies the conditions ( t-statistic> 1.96 and prob (test residus)>5%) .Where is the problem ?
ARMA ESTIMATION Eviews 8
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startz
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Re: ARMA ESTIMATION Eviews 8
Why do you think it's an ARMA(2,1)? It's always a good idea to post your workfile together with the exact steps you've taken.
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