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- Fri Mar 31, 2017 11:12 am
- Forum: Estimation
- Topic: SARIMAX MODEL
- Replies: 0
- Views: 3220
SARIMAX MODEL
Hi, everybody here.. I am confused about, how SARIMAX model work in EViews!! * SARIMAX work in EViews as Regression with SARMA errors or not? If SARIMAX work as Regression with SARMA errors, so SARIMAX equation in this case not correct!? ∅_P (z^(-1) ) Φ_P (z^(-s) ) ∇_s^D ∇^d y(t)= 〖 θ〗_q (z^(-1) ) Θ...