Search found 2 matches
- Wed Oct 08, 2014 12:14 am
- Forum: Estimation
- Topic: AR MA terms as explanatory variables
- Replies: 2
- Views: 3504
Re: AR MA terms as explanatory variables
Thank you for the answer.
- Tue Oct 07, 2014 1:42 pm
- Forum: Estimation
- Topic: AR MA terms as explanatory variables
- Replies: 2
- Views: 3504
AR MA terms as explanatory variables
Hi, sorry for asking a really basic question, but I just have to: If I want to estimate a series (say GDP) as an arma(1,1) process, I just go ahead and run "gdp c ar(1) ma(1)". This is clear. Now if I want to estimate gdp as a function of its own lag, an ma term and say a further explanato...