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by bschroder
Thu Nov 27, 2014 7:12 am
Forum: Estimation
Topic: how to represent SARIMA model in eviews
Replies: 24
Views: 39635

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...
by bschroder
Sun Nov 23, 2014 8:57 am
Forum: Econometric Discussions
Topic: Correlogram exhibits ACF cyclical - ARIMA Modelling
Replies: 0
Views: 1978

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...

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