EViews.com

Hello,
Can anyone tell me how to use Eviews generating a series defined by the D.G.P.,yt=yt-4 + εt , where εt is IID(0,1). I tried the following code, but it seems not to work because it generates a lot of NA.

smpl 1 1
genr y=0
smpl 2 80
series y = y(-4) + nrnd

Thanks,

Alan Yu

You've got the right idea, but rather than starting at the 2nd observation, you need to start at the 5th, since you have a 4 period lag in the process rather than a 1.

You've got the right idea, but rather than starting at the 2nd observation, you need to start at the 5th, since you have a 4 period lag in the process rather than a 1.

Yes,it work. Thanks a lot!

Alan Yu