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- Tue Apr 29, 2014 4:02 pm
- Forum: Estimation
- Topic: Differences between Eviews and SAS proc arima
- Replies: 1
- Views: 5960
Differences between Eviews and SAS proc arima
Hi, I'm comparing the model results/estimates of several ARMA regression models built with SAS Proc ARIMA and Eviews. We want to migrate forecast models from SAS to Eviews. The AR regression model results are pretty close, but those with AR and MA terms are giving different coefficients are SE. I un...