I analysed the same data using two different software: Eviews and R, and I got different rather than identical results. Why?

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Snr Kofi Agyarko Ababio

That is unexpected; both statistical software must give same results with slightly different output

Kalyani Sambhoo

Both the softwares should give almost same results.

A small amount of deviation may be acceptable.

Check the input parameters and settings done you when using both the softwares.

Ette Etuk

Thanks Kalyan.

Henrique Andrade

Dear Ette, take a look at this article:

https://robjhyndman.com/hyndsight/estimation/