How to input the ARMAX model in Eviews？
Posted: Thu Jun 13, 2013 1:43 am
by forever12
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.
Re: How to input the ARMAX model in Eviews？
Posted: Thu Jun 13, 2013 8:02 am
by EViews Gareth
Re: How to input the ARMAX model in Eviews？
Posted: Fri Jun 14, 2013 2:05 am
by forever12
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?
Re: How to input the ARMAX model in Eviews？
Posted: Fri Jun 14, 2013 7:57 am
by EViews Gareth
You did everything correctly.
Re: How to input the ARMAX model in Eviews？
Posted: Fri Jun 14, 2013 8:54 pm
by forever12
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