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the attached file is estimation output form models (1 and 2) 1. equation oil.ls d(oil,1,12) ar(1) ar(12) ma(12) 2. equation oil2.ls d(oil,1,12) ar(1) sar(12) sma(12) 3. 3. equation oil3.ls d(oil,1,12) ar(1) sar(12) ma(12) a) model 2 and model 3 are the same right? b) i used same data from 1990m01 to...

yes you are right they are identical. thank you

thank you very much.
so if i have this 2 models
a. equation oil.ls oil c t @expand(@month,@droplast) with 2 of the dummies being insignificant
b. equation oil.ls t @expand(@month) with all all terms being significant.

can i pick model b. because all my terms are significant?

so you still maintain them in the model even though the probability value is greater that 0.05?

if in a model where you have monthly dummies, you find that some dummies are not significant ie they have pvalues greater than 0.05, is it wise to drop them from the model?

is it correct to say because the mean of the residuals of a model is approximately zero then the residuals are random and normal distributed eventhough the prob value of Jarque- bera statistic is less that 5%?
mean of residuals is -0.031182
prob value of Jarque-Bera is 0.
thank you

i want to generate a forecast plot by using my the model i developed in eviews but i want to generate the plot with my original data (rate series) not the series d(rate,1,12) i used to develop the model. how do i go about it? thank you

so what name can i get to this eviews model d(rate,1,12) ma(1) ma(12) ma(13) ?

lastly so if a person represents d(rate,1,12) ma(1) ma(12) ma(13) as SARIMA (0,1,1)(0,1,1) 12 model it is totally wrong in eviews?

thanks

so can i represent SARIMA (0,1,1)(1,1,1) 12 in eviews as equation seas.ls d(rate,1,12) ma(1) sar(12) sma(12)

and SARIMA (0,1,1)(0,1,2) 12 as equation seas.ls d(rate,1,12) ma(1) sma(24)

it is monthly series

how do i represent SARIMA (0,1,1)(0,1,1) 12 in eviews?

is it equation seas.ls d(rate,1,12) ma(1) sma(1) or

equation seas.ls d(rate,1,12) ma(1) ma(12) ma(13) or

equation seas.ls d(rate,1,12) ma(1) sma(12)

where rate is my data series
thank you