Search found 2 matches
- Thu Nov 27, 2014 7:12 am
- Forum: Estimation
- Topic: how to represent SARIMA model in eviews
- Replies: 24
- Views: 40065
Re: how to represent SARIMA model 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) To represent a SARIMA (0,1,1)(0,1,2) 12 you should write: seas.ls d(rate,1,12) ma(1) sma(12) sma(24) Note t...
- Sun Nov 23, 2014 8:57 am
- Forum: Econometric Discussions
- Topic: Correlogram exhibits ACF cyclical - ARIMA Modelling
- Replies: 0
- Views: 2018
Correlogram exhibits ACF cyclical - ARIMA Modelling
Guys, I'm trying to use Box Jenkins methodology to fit an ARIMA model (with seasonality) to my series. After taking first difference, the ACF correlogram exhibits cyclical behavior which does not vanish with time. And PACF has significant spikes in different (and unusual) lags. My data is daily. Doe...
