Abstract

  


 



An EViews Program For ARMA Modeling and Forecasting


Hossein Abbasi-Nejad


University of Tehran

Shapour Mohammadi


University of Tehran


Abstract:     
This program helps to identification and aytomatic forecasting with ARMA models for forecasters and analysts.This program is compatible with EViews 3,3.1,4,4.1. For running it in EViews 5 and 5.1 simply check the box Version 4 compatible variable substitution.

Number of Pages in PDF File: 2

Keywords: ARMA, identification, AIC, SC, forecasting, models selection, eviews program

JEL Classification: B23, C22, C53

working papers series


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Date posted: February 22, 2005  

Suggested Citation

Abbasi-Nejad, Hossein and Mohammadi, Shapour, An EViews Program For ARMA Modeling and Forecasting. Available at SSRN: http://ssrn.com/abstract=669623 or http://dx.doi.org/10.2139/ssrn.669623

Contact Information

Hossein Abbasi-Nejad
University of Tehran ( email )
Enghelab Ave., 16 Azar Street
Tehran
Iran
Shapour Mohammadi (Contact Author)
University of Tehran ( email )
Enghelab Ave., 16 Azar Street
Tehran
Iran
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