Simulating an equation in Eviews
Posted: Fri Oct 13, 2017 9:40 am
Hi everyone,
I am tasked with simulating y(t) = e(t) + .9*e(t-1) with 200 random numbers I generated from excel.
This is obviously an MA(1) equation but what I do not understand how to do is apply the theta value = .9 or how to obtain the e(t-1). Any help would be much appreciated!
I am tasked with simulating y(t) = e(t) + .9*e(t-1) with 200 random numbers I generated from excel.
This is obviously an MA(1) equation but what I do not understand how to do is apply the theta value = .9 or how to obtain the e(t-1). Any help would be much appreciated!