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.
Search found 2 matches
- Wed May 11, 2016 12:11 pm
- Forum: Econometric Discussions
- Topic: GMM and selecting best model
- Replies: 2
- Views: 3992
- Mon May 02, 2016 4:25 am
- Forum: Programming
- Topic: An introduction to EViews programming.
- Replies: 119
- Views: 569522
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
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