Representation view with AR(1)

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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Representation view with AR(1)

Postby startz » Tue Dec 02, 2014 11:45 am

It might be good if the representation view after

Code: Select all

LS  X C AR(1)

looked like
X = C(1) + [AR(1)=C(2)]*RESID(-1)
rather than like
X = C(1) + [AR(1)=C(2)]

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Representation view with AR(1)

Postby EViews Glenn » Wed Dec 03, 2014 11:01 am

Interesting idea, and I can see why it might be desirable, but then we'd have to have lots of lags of RESID running around for higher order and seasonal polynomial models. One more thing, changing the representation is not innocuous as it's used by the forecast and model engine, which would have to be rewritten to accommodate the new format. And that's not even talking about MAs.

But perhaps there's another place where we could display the expanded polynomial forms or perhaps forms using the L operator.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Representation view with AR(1)

Postby startz » Wed Dec 03, 2014 11:04 am

I was really only thinking about the display issue. I've had some intro students who read the current representation and misunderstood what it implied for fitted values.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Representation view with AR(1)

Postby EViews Glenn » Fri Dec 05, 2014 11:53 am

So maybe an addition to the ARMA structure view...


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