ARMA ESTIMATION Eviews 8

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Nadoucha
Posts: 1
Joined: Fri Aug 07, 2015 5:46 am

ARMA ESTIMATION Eviews 8

Postby Nadoucha » Fri Aug 07, 2015 6:22 am

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 ?

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

Re: ARMA ESTIMATION Eviews 8

Postby startz » Fri Aug 07, 2015 8:28 am

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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