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Hello! A very general question. From various sources, I get different information about the stationarity and invertibility conditions for any ARIMA model. Consider the following ARMA process: Yt = a1*Yt-1 + a2*Yt-2 + ... + ap*Yt-p + Et + m1*Et-1 + m2*Et-2 + ... + mq*Et-q Are the stationarity and inv...

Hello! I have a very basic question about how EViews estimates ARIMAX models. Consider the following ARIMAX equation: Yt = fn(Const; Yt-1, Yt-2, ... ; et, et-1, et-2, ... ; Xt, Xt-1, ... ) Is it true that EViews applies the AR estimates ONLY to the DEPENDENT VARIABLE (Y), and NOT to the INDEPENDENT ...