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VARMAX model
Posted: Mon Dec 16, 2013 8:57 am
by ch2324
hi
is there any way to estimate VARMAX or VARIMAX model in eviews 8 or in next version?
kind regrads
Re: VARMAX model
Posted: Mon Dec 16, 2013 9:27 am
by EViews Gareth
The VAR object allows exogenous regressors.
Re: VARMAX model
Posted: Wed Dec 18, 2013 12:47 pm
by ch2324
I know, but the problem with VMA terme. I can make VARX model but VARMA not is there any way?
kind regrads
Re: VARMAX model
Posted: Wed Dec 18, 2013 12:57 pm
by EViews Gareth
Ah, true. You cannot estimate a VARMA model in EViews, other than by coding it yourself :(
Re: VARMAX model
Posted: Fri Dec 20, 2013 4:58 am
by ch2324
hi, if the next version of EViews 9 can do VMA and VARMAX or not.
Re: VARMAX model
Posted: Fri Dec 20, 2013 7:53 am
by EViews Gareth
We have non plans for it at the moment.
Re: VARMAX model
Posted: Tue Dec 24, 2013 11:35 am
by ch2324
I hope there will be a plan for the next version :) , thanks for your reply