ARMA terms
Posted: Tue Nov 30, 2010 12:47 pm
Hi !
I am using Eviews 7. I have a question on ARMA terms. How does one decide the optimal order of the ARMA specification ( number of AR and MA terms ) ? I have not read a satisfactory explanation in the manual, unless I am missing something. Can you suggest any other resources?
Thank you kindly
I am using Eviews 7. I have a question on ARMA terms. How does one decide the optimal order of the ARMA specification ( number of AR and MA terms ) ? I have not read a satisfactory explanation in the manual, unless I am missing something. Can you suggest any other resources?
Thank you kindly