An Eviews Program for Arma Modeling and Forecasting

2 Pages Posted: 22 Feb 2005

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.

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

JEL Classification: B23, C22, C53

Suggested Citation

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

Hossein Abbasi-Nejad

University of Tehran ( email )

Enghelab Ave., 16 Azar Street
Tehran, Tehran
Iran

Shapour Mohammadi (Contact Author)

University of Tehran ( email )

Enghelab Ave., 16 Azar Street
Tehran, Tehran
Iran

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