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by nemanja100
Wed May 11, 2016 12:11 pm
Forum: Econometric Discussions
Topic: GMM and selecting best model
Replies: 2
Views: 1688

Re: GMM and selecting best model

Hi guys!
I have estimated c ar(1) ar(12) model, because there was certain autocorrelation on k=12. Its monthly data, series has one unit root.
How to write this model?
reduced ARIMA(12,1,0) or
ARIMA(1,1,0)x(1,0,0)?

I must say sar(12) is not significant.
by nemanja100
Mon May 02, 2016 4:25 am
Forum: Programming
Topic: An introduction to EViews programming.
Replies: 118
Views: 165475

Re: An introduction to EViews programming.

Dear friends, how to generate two series

Xt=2.2+0.6*Xt-1+0.3*Xt-2+e

Yt=0.5+0.3*Yt-1-0.6*Yt-2+e

where e is white noise, with using rndseed 3006?

Please help :)

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