ARMA ESTIMATION Eviews 8
Posted: 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 ?
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 ?