Search found 2 matches
- 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...
- 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...
