Thanks for your quick response
I see the difference is in the estimating method, not in how to estimate the residuals.
I used GLS and I had backcasting on. What do these things do and why does it makes a difference?
Search found 2 matches
- Mon Aug 31, 2015 12:43 am
- Forum: Estimation
- Topic: Estimating residuals in an ARIMA(0,1,1) model
- Replies: 3
- Views: 4415
- Fri Aug 28, 2015 8:16 am
- Forum: Estimation
- Topic: Estimating residuals in an ARIMA(0,1,1) model
- Replies: 3
- Views: 4415
Estimating residuals in an ARIMA(0,1,1) model
In the following post: http://forums.eviews.com/viewtopic.php?f=7&t=465 there is an explanation of how to estimate the residuals of the following process: y c x ma(1) It possible for me to reproduce the residuals of the example in an excel file. When I want to estimate the following model: d(y) ...