EViews.com

Hi all,

Im using Eviews 6 at the moment and right now i have a series of data. I want to get rid of the autocorrelation by introducing a ARMA structure model. How would I do this? The topic im doing at the moment involves the multivariate GARCH models such as the BEKK model.

Can u give me the instructions to add the ARMA structure on top of the multivariate GARCH?

However if EViews 7 can still do the job. Please give me the instructions anyways.

Thanks heaps! I've been losing a lot of sleep over this!

You can't add MA terms, but you can add AR terms to each equation's specification in your System object. In systems, AR terms are added like so:

Thanks Gareth.

So the command is Object > New Object > System?

Can you explain to me the code that you sent to me please?

How would I say write the code to denote an AR(3) process which was required to get rid of the autocorrelation?

Does Eviews 7 permit MA structure to be introduced into the equation?

thanks heaps again!

You're probably best off reading the manual chapter on Multivariate GARCH.