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ARMA model

Posted: Sat Feb 23, 2013 7:56 am
by -wish-
Hi everybody,

I have 72 monthly observations, I can't found the ARMA model. I started with estimating: ar(2) ar(4) ar(8) ar(10) ar(12) ar(14) ma(2) ma(4) ma(10) ma(12) ma(14) ma(15) but according to the correlogramm, the coefficients are never significant (under 0,05) !!

I continued searching, but when I enter this model : ar(3) ar(4) ar(8) ar(9) ar(10) ma(3) ma(4) ma(8) ma(9) ma(10) ma(15) Eviews closes suddenly. I really don't know what to do.

Can you please help me to found these terms ?

I uploaded my workfile.

Thank you.

Re: ARMA model

Posted: Sat Feb 23, 2013 9:46 am
by startz
First thing is to be sure that your copyof EViews is up-to-date.

Re: ARMA model

Posted: Sat Feb 23, 2013 10:57 am
by -wish-
I didn't use it for such a long time. How can I updated it ?

Re: ARMA model

Posted: Sat Feb 23, 2013 11:49 am
by startz
It depends which version you have. EViews 7 has an update command under the options menu. Or you can go to http://www.eviews.com/download/download.html to find updates.