EViews.com

I estimated a model in eviews, but I want to tweak the parameters a bit to my liking prior to exporting the residuals.

The model is the following simple AR-model:

Y ar(25)

And after estimation I have made the judgement that the estimation is biased and want to modify it so that the parameter is restricted in the following way:

Y = 0.46*ar(25)

Which yields me the "Ar is not defined" error. There is also a secondary issue, eviews won't let me estimate this sort of equation since there is no parameter to estimate, yet I still want to obtain the residuals. Is there a way to accomplish what I attempted here in eviews?

EDIT: I think I got the right form:

[AR(25) = 0.46] in the place of AR. Still having the issue with no parameters specified.

Your model appears to be
y = .46*y(-25)

in which case the residuals are going to be
y - .46*y(-25)

Well, yes, but I would like to do the same thing with an MA model and different combinations of AR and MA terms, then the solution involves solving difference equations which is a bit of a headache. Much easier to just constrict the parameters and estimate the model...

I don't think that EViews has any way to constrain ARMA parameters.

The only way to do it is to transform to the equivalent nonlinear specification yourself.

The only way to do it is to transform to the equivalent nonlinear specification yourself.

That's not so easy with an MA model.

If all you want is the forecasted values (or fitted values) from a restricted ARMA model, without estimating any parameters at all, you can use the model object.

Put your estimated equation into the model, then break the links on that equation in the model and modify the coefficients to be whatever values you want.

Clever.