A Simple Eviews Program for ARMA Selection

2 Pages Posted: 14 Dec 2009

See all articles by Moslem Peymany

Moslem Peymany

Faculty of Accounting and Management - Allameh Tabataba’i University

Date Written: December 14, 2009

Abstract

This Eviews Program is a simple program that help you to select the best ARMA model based on Schwartz or Alaike criterion. You just enter max AR and MA order and finally the program selects the best model.

Keywords: Eviews Program, ARMA selection, Schwartz, Alaike

JEL Classification: B23, C22, C53

Suggested Citation

Peymany, Moslem, A Simple Eviews Program for ARMA Selection (December 14, 2009). Available at SSRN: https://ssrn.com/abstract=1523045 or http://dx.doi.org/10.2139/ssrn.1523045

Moslem Peymany (Contact Author)

Faculty of Accounting and Management - Allameh Tabataba’i University ( email )

Tavanir Str- Nezami Ganjavi Str- Haft Peykar Alley
Tehran, Tehran 0098
Iran
0098-2188770011-3 (Phone)
0098-2188771117 (Fax)

HOME PAGE: http://www.ma-atu.ir

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