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.
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i am new user of EVIEWS and i am currently running an ARIMA (2,1,1) model however as I compared it to STATA, EVIEWS results only displayed one coefficient for AR while STATA displayed 2 coefficients for AR. your feedback is highly appreciated
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In EViews, AR(2) means the second AR coefficient rather than two AR coefficients. You probably want AR(1 to 2)
startz wrote:In EViews, AR(2) means the second AR coefficient rather than two AR coefficients. You probably want AR(1 to 2)
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