Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

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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casablanca
Posts: 7
Joined: Sun Jun 21, 2020 8:11 pm

Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Postby casablanca » Mon Jun 22, 2020 9:56 pm

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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startz
Non-normality and collinearity are NOT problems!
Posts: 3573
Joined: Wed Sep 17, 2008 2:25 pm

Re: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Postby startz » Tue Jun 23, 2020 6:17 am

In EViews, AR(2) means the second AR coefficient rather than two AR coefficients. You probably want AR(1 to 2)

casablanca
Posts: 7
Joined: Sun Jun 21, 2020 8:11 pm

Re: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Postby casablanca » Tue Jun 23, 2020 10:21 pm

startz wrote:In EViews, AR(2) means the second AR coefficient rather than two AR coefficients. You probably want AR(1 to 2)

thanks.


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