EViews.com

Posted: **Mon Dec 18, 2017 4:29 pm**

Hi,

Someone who can help me on how to estimate a MA(4) model in Eviews?

I have to variables, aaa credit rated yields and baa credit rated yields, and then a spread which is computed from baa-aaa. I need to estimate a MA(4) model for the variable spread.

Thanks a lot in advance.

/Maria

Posted: **Mon Dec 18, 2017 4:37 pm**

http://www.eviews.com/Learning/timeseries_c.html

Posted: **Mon Dec 18, 2017 4:38 pm**

http://www.eviews.com/help/helpintro.ht ... ws.html%23

Posted: **Mon Dec 18, 2017 4:39 pm**

http://www.eviews.com/illustrated/illustrated.html

Chapter 13

Posted: **Mon Dec 18, 2017 4:43 pm**

Thanks. I have tried with the command in "new object" > "OLS (ML/NLS) > "spread c MA(1) MA(2) MA(3) MA(4)", but I do not seem to get the right estimation output.

Posted: **Mon Dec 18, 2017 6:48 pm**

Perhaps you should post what you did and why you think the answer is wrong.

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Estimating a MA(4) model

Estimating a MA(4) model

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