How to observe the MA() term

[modeler_ST]

Hi,
After regressing the following model,
Y c X1 X2 MA(2)
I wished to verify manually the results in Excel.

I have the values of all variables Y, X1, X2 and their coefficients.
However I don’t know how to observe the MA(2) term.

Do you have any clue ?

Thanks a lot I have been looking for it for days !!

[EViews Gareth]

What does "observe the MA term" mean?

[modeler_ST]

Its value.

[startz]

An MA(1) process looks like

epsilon_t + theta*epsilon_(t-1)

Which of those do you want to observe?

[modeler_ST]

The whole expression.

[startz]

Code: Select all

series maTerm = resid +c(4)*resid(-2)

I think.

[modeler_ST]

So in my program, I put:

equation insolv.ls Y X1 X2 MA(2)

series maTerm = resid +c(4)*resid(-2)

However it doesn't seem to work out. The maTerm value is too high.

[EViews Gareth]

You appear to be missing a C

[modeler_ST]

I am not using a constant in my model. And the MA is an MA(2)

[EViews Gareth]

Your original post said:

After regressing the following model,
Y c X1 X2 MA(2)

Anyway, if you only have 3 coefficients, you need to change startz' code so that it uses c(3) rather than c(4).

[modeler_ST]

Thanks a lot guys for your help.

Yes you're right I put a constant first. I wished to have an aswer for both cases actually.
I am quite new to eviews so I didn't think that would make a big change.

So now I'm putting:

equation insolv.ls Y X1 X2 MA(2)
series maTerm = resid +c(3)*resid(-2)

And the maTerm is even higher.