Find a trend regressor for arima model

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punjaphp
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Joined: Fri Nov 30, 2012 2:35 am

Find a trend regressor for arima model

Postby punjaphp » Fri Feb 08, 2013 2:11 am

Hi,

I'm doing x12-arima seasonal adjustment for the series that is stationary at level with intercept and trend components. I know how to add constant regressor "const" in the model, but I still can't find a syntax for a trend regressor. Please help.

Punjaphut
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EViews Gareth
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Re: Find a trend regressor for arima model

Postby EViews Gareth » Fri Feb 08, 2013 9:25 am

I'm not sure X12 allows a trend variable. At least my quick look at the docs doesn't find one.
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punjaphp
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Joined: Fri Nov 30, 2012 2:35 am

Re: Find a trend regressor for arima model

Postby punjaphp » Mon Feb 11, 2013 1:20 am

Thank you
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