Thank you Gareth!
So, if we look at d(volume,0,12) c ar(1) sar(12) and d(volume,1,12) c ar(1) sar(12), what is the difference between the 0 and 1 ?
Does 1 mean the first difference of the 12-period seasonal difference of the series volume?
Or, is 1 the non seasonal difference?
Search found 2 matches
- Fri May 15, 2015 6:36 am
- Forum: Estimation
- Topic: SARIMA command code
- Replies: 3
- Views: 4204
- Thu May 14, 2015 5:29 am
- Forum: Estimation
- Topic: SARIMA command code
- Replies: 3
- Views: 4204
SARIMA command code
I want to use a Seasonal Arima (SARIMA) model in EViews. However, I am not sure about the commands I have used. I want to estimate a SARIMA (1,1,0)(1,1,0)12 model with monthly data series named "volume". I have used the command: d(volume,0,12) c ar(1) sar(12). Is this correct? Also, if I w...