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thanks trubador. i got it . then in that case i have to drop some of the ar or ma processes even though they are significant; untill the absolute total of the coefficients becomes smaller than 1. Am i right ?

Dear all, I am trying to estimate an arima model. I was close to end but a lecturer warned me about the sum of the absolute values of AR and MA coefficients have to be smaller than 1. i haven't read anything on several books like this and i wonder if there is such a restriction. Can anybody clarify ...

Hi all, I am working on an arima model. Although i have almost completed the processes, i have a question from the begining steps. The variable is the monthly amount of silk import in terms of dollar. The serie is nonstationary. The variance is not stable and there is an increasing trend. First i lo...

i just want to know if there is seasonality and then, which month(s) cause that. i want to analyse that with dummies. Thats all .. In that case as i understand from your explanation i have to estimate without constant. The x12 method says there is seasonality but when i estimate this: y @seas(1) @se...

i tried this situation on different series and i think the correct estimation to test seasonality with dummies should be :

y c @seas(1) @seas(2) @seas(3) @seas(4) @seas(5) @seas(6) @seas(7) @seas(8) @seas(9) @seas(10) @seas(11)

i am waiting for any other suggestions..
thx

i compared the results (regression with dummies & x12) and still cant find out ... i tried those ones: - y @seas(1) @seas(2) @seas(3) @seas(4) @seas(5) @seas(6) @seas(7) @seas(8) @seas(9) @seas(10) @seas(11) @seas(12) this one comes with 0.000 prbability value for all dummies - y c @seas(1) @sea...

thanks for answering, i got the difference you mentioned. but still i dont know what the f values of dummy variables should be if there is seasonality. Also is there any easier way to test seasonality? i tried census x12 but couldn't understand the whole output. it says something like : Test for the...

hi all, i need help to find out if my series include seasonal effect. I am trying to test with dummy variables? As i learned before in monthly data i have to use 11 dummies and estimate this equation y d1 d2 d3 d4 d5 d6 d7 d8 d9 d10 d11 Here are my questions ; - is constant should take a part in thi...

Dear tcfoon,
First thanks for replying. As i understand from your reply is it suitable modelling with current prices. I was a little confused about theoretically is it must to deflate before modelling with prices. I think now its ok ! Thanks again..
B.R.

Hi all,
i want to ask ; when building an arma model with oil prices , do i have to deflate the serie ?
Or can i use the current state of the serie? Which one is true. Thanks a lot...

as i guess it was something simple but i dont know ... thanks a lot

here is the file... when u open "oil price" series , in the proc menu nothing appears except for "resample..." . may be i am making a common mistake . as i said i am a newly user. thanks...

only "RESAMPLE..." appears. Nothing else appears. When i click resample, a menu is shown and it includes opsions like "sample to draw" , "sample to fill" and "NA handling" . I also dont know what those means...

hi, i ve just joined this forum and i am a newly user of eviews . What i want to ask is that: i want to make seasonal adjustments with eviews. I have copied the serie to eviews but when i clik to proc button it says resample... and no menu appears about seasonal adjustment. Anyone can tell me what d...