SARIMA models in equation estimation

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

ESVAL2016
Posts: 20
Joined: Tue Jan 26, 2016 7:06 am

SARIMA models in equation estimation

Postby ESVAL2016 » Tue Nov 08, 2016 9:52 am

Hi for all,
I want to write SARIMA MODEL (1,1,1)(1,1,1) with S=24 in Equation Estimation box. I already used EViews 9 !
I tried many times, but I do not know this is correct way or not as:

D(Y) AR(1) SAR(24) MA(1) SMA(24)


Thanks a lot for your cooperation.
Regards.

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 17 guests