Restricting AR coefficients

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glockner
Posts: 8
Joined: Wed Jun 22, 2016 11:21 am

Restricting AR coefficients

Postby glockner » Wed Jun 22, 2016 11:58 am

Is it possible to put a restriction on an AR coefficient? For example, I'd like to restrict the coefficient on an AR(1) term in my model such that it does not exceed 0.90. Thanks.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Restricting AR coefficients

Postby EViews Gareth » Wed Jun 22, 2016 12:02 pm

Unfortunately not
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glockner
Posts: 8
Joined: Wed Jun 22, 2016 11:21 am

Re: Restricting AR coefficients

Postby glockner » Wed Jun 22, 2016 1:40 pm

Thanks anyway.
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