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ARMA

Posted: Sat Dec 05, 2009 5:56 pm
by brennan6738
Doe anyone know what it means when you run an ARMA and no values populate for the standard error, t-statistic and probability? I use the AIC and SIC and they both select an ARMA(4,3). When I run the model none of those values show up. I don't think its the size (when I add a fourth MA term I get those stats back). Any ideas?

Re: ARMA

Posted: Sat Dec 05, 2009 6:11 pm
by startz
That's very odd. You might post your workfile with the equation in it.
(Is your copy of EViews uptodate?)