ARMA model
Posted: Sat Feb 23, 2013 7:56 am
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.
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.