Hi folks,
I'm trying to use a non-stationary time series X to explain another non-stationary time series Y
Y=bX+e
where e is a non-stationary process and its first order difference d(e) can be modeled as a MA(1)
Would anyone help me to figue out how to specify the estimation in the Eviews. Thanks!
Search found 1 match
- Mon Aug 11, 2014 1:51 pm
- Forum: Estimation
- Topic: Regression with ARIMA errors
- Replies: 1
- Views: 2201