Simple MA Loop
Posted: Tue Jul 19, 2011 11:46 pm
Dear Eviews User
I have a simple question regarding the following problem. I have been staring at it for so long, but could not figure it out yet.
for !j=2 to 24
ar_ma{!j}.ls cinf c AR(1) MA(1) MA(!j)
ar_ma{!j}.makeresids arma{!j}
next
With the code above, I would like to first estimate ARMA(1,(1,2)), later ARMA (1,(1,3)).....ARMA(1,(1,24)), but it kept giving me errors. I would appreciate your help with this estimation.
Thanks!
I have a simple question regarding the following problem. I have been staring at it for so long, but could not figure it out yet.
for !j=2 to 24
ar_ma{!j}.ls cinf c AR(1) MA(1) MA(!j)
ar_ma{!j}.makeresids arma{!j}
next
With the code above, I would like to first estimate ARMA(1,(1,2)), later ARMA (1,(1,3)).....ARMA(1,(1,24)), but it kept giving me errors. I would appreciate your help with this estimation.
Thanks!