ARMA
Posted: Sat Dec 05, 2009 5:56 pm
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?