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Transition from SAS Time Series Forecasting System to Eviews

Posted: Fri Mar 08, 2013 3:51 pm
by blcalkins
I have a time series forecasting model in SAS which is run using a maximum likelihood estimation method. Other methods include unconditional least squares and conditional least squares. How can I duplicate the model in Eviews using a maximum likelihood estimation method?

Re: Transition from SAS Time Series Forecasting System to Ev

Posted: Fri Mar 08, 2013 3:59 pm
by EViews Gareth
We'd need considerably more information to be able to help. What sort of estimation are you doing? Pretty much every type of estimation in EViews (or, in econometrics in general) could be thought of as "Maximum Likelihood" estimation.