Difference between AR1 and lagged variable coefficients
Posted: Fri Nov 17, 2017 3:19 pm
Is the difference in coefficients on the lagged variable in the equations below the result of the solution algorithm? I think they should be exactly the same. I know the intercepts will differ. Thanks.
SMPL 1960 2017q3
equation test1.ls log(Qgdp) c ar(1)
equation test2.ls log(Qgdp) c log(Qgdp(-1))
SMPL 1960 2017q3
equation test1.ls log(Qgdp) c ar(1)
equation test2.ls log(Qgdp) c log(Qgdp(-1))