Hi all,
I have the same question as ylijohtaja. From what I can find, it seems that the recursive estimates under EViews' stability diagnostics functions are only available for OLS. Would anyone happen to know if there is a way to perform these functions for ARMA without having to write a programme?
Grateful for any help.
Thanks.
Ken
I have the same question as ylijohtaja. From what I can find, it seems that the recursive estimates under EViews' stability diagnostics functions are only available for OLS. Would anyone happen to know if there is a way to perform these functions for ARMA without having to write a programme?
Grateful for any help.
Thanks.
Ken