AR and MA models in EViews
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- Опубліковано 2 бер 2023
- Autoregressive (AR) and Moving Average (MA) models are very common in time series analysis and can be used to resolve autocorrelation issues in your data. Today we are investigating the application of AR and MA in EViews, the determination of optimal model form, and stability diagnostics for AR and MA models.
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Your content is very good please continue
why are u using lagged residual as a replacement of ma(2)? i still dont quite catch the logic here. it feels like a lookahead bias is introduced here.