Breush-Godfrey test with ARMA model

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AgentRose
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Joined: Sat Apr 02, 2022 7:23 am

Breush-Godfrey test with ARMA model

Postby AgentRose » Sun Apr 17, 2022 4:28 pm

Trying to conduct the Breush-Godfrey test using ARMA (1,2) however, keep receiving the error message: not available with this estimation method (ARMA ML). What does this mean? Did I do something wrong? What could be wrong with the data to receive this result? :?: :?: :?:
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EViews Gareth
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Re: Breush-Godfrey test with ARMA model

Postby EViews Gareth » Mon Apr 18, 2022 7:14 am

If you estimate the ARMA model using Maximum Likelihood, the BG test isn't available. Try using CLS instead of ML.
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