construct ARMA model
Posted: Tue Sep 23, 2008 9:30 am
by tg128
just wondering if there are programming code for constructing ARMA model for the lag length from 0 to 6 for both AR terma and MA terms please? it is very time consuming to do it one by one from esitmate equation window...
many thanks!
Posted: Tue Sep 23, 2008 9:48 am
by EViews Gareth
Something along the lines of:
Code: Select all
for !i=1 to 6
for !j=1 to 6
equation e1_!i_!j.ls y c ar(!i) ma(!j)
next
next
Will get most of what you want done. It won't include the zero lag options.
Re: construct ARMA model
Posted: Fri Oct 10, 2008 7:51 pm
by maxchen
May be u like
Code: Select all
wfopen demo
!L = 6
%ar = ""
%ma = ""
for !i=1 to !L
%ar = %ar +" ar(" +@str(!i) +")"
%ma = %ma +" ma(" +@str(!i) +")"
equation eq_{!i}.ls log(gdp) c {%ar} {%ma}
next