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- Thu Jun 26, 2014 7:57 pm
- Forum: Econometric Discussions
- Topic: Estimating univariate ARIMA/ARMA using non-stationary series
- Replies: 1
- Views: 1963
Estimating univariate ARIMA/ARMA using non-stationary series
Hello, I'm trying to estimate an ARIMA/ARMA using a single time series data. Unit root test (ADF) suggests that series is non-stationary. Differencing it once makes the series stationary. A look at the correlogram suggests that lag 1 will remedy autocorrelation. When I enter the command "equati...