How to input the ARMAX model in Eviews?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

How to input the ARMAX model in Eviews?

Postby forever12 » Thu Jun 13, 2013 1:43 am

Dear all:
I‘m making a ARMAX model with two exogenous variables(e.g.x,x1),y is output series,I have determine the ccf plot between x-y pairs and x1-y pairs, and lag=0 and 1 respectively,then what should i input in eviews for a armax model? please help and guide me.Many Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: How to input the ARMAX model in Eviews?

Postby EViews Gareth » Thu Jun 13, 2013 8:02 am


forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

Re: How to input the ARMAX model in Eviews?

Postby forever12 » Fri Jun 14, 2013 2:05 am

Dear EViews Gareth:
Thanks for your reply, in my examples,i type in equation blank(i don't know its correctness): y c x x1 ar(1) ma(1) ,but the variable coefficient prob. were not significant entirely,so i couldn't follow the next step for testing the residual correlation and determine the model? Could you tell me if i make a error equation? :oops:

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: How to input the ARMAX model in Eviews?

Postby EViews Gareth » Fri Jun 14, 2013 7:57 am

You did everything correctly.

forever12
Posts: 12
Joined: Sat Jun 01, 2013 3:54 am

Re: How to input the ARMAX model in Eviews?

Postby forever12 » Fri Jun 14, 2013 8:54 pm

You did everything correctly.
Really? dear Eviews Gareth,i am a newbee and maybe my question make fun of you,but your confirmation can encourage me to continue to use Eviews,thank you again :D


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests