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Posted: **Thu Oct 18, 2012 10:40 am**

Hey guys, I heard this is a great site for getting help. I need to loop an ARMA model, but I can only get a simple arma model like this one:

Code: Select all

for !i= 1 to 6
for !j= 1 to 6
equation name_abc_!i_!j.ls dnameabc c ar(!i) ma(!j)
next
next

so the output is actually dnameabc c ar(1) ma(1) and dname_abc c ar(5) ma(4) for example but I need:

dname_abc c ar(1) ar(2) ar(3) ma(1) ma(2) ma(3) ma(4) for example and not a simple model equation.

Posted: **Thu Oct 18, 2012 10:53 am**

http://forums.eviews.com/viewtopic.php?f=15&t=1175

Posted: **Thu Oct 18, 2012 12:38 pm**

Ohh that works :o ! amazing! Thank you soo much :D

Posted: **Thu Oct 18, 2012 2:03 pm**

One question though, now that it returns the best fitted model it says either that the process is nonstationary or it says that MA is noninvertible :S. So, where seems to be the problem?

Posted: **Thu Oct 18, 2012 3:24 pm**

You might want to post the offending output. The issue is likely to be econometric rather than software.

Posted: **Fri Oct 19, 2012 2:41 am**

Never mind. I used the return percentages as dependent in the formula instead of the normal returns. When I used the normal returns, it did its job ;) :D

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