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Thank you. I understand the difference between the AR(1) and the lagged estimator. Then, how about the second question I have to set the dummy variables for the structure change when there are multiple structure changes in the observed time series? Thanks.

Dear all, I have two easy questions for estimation in Eviews 6. I think these problems may be raised by others before but I cannot locate them in the forum. So, if you have any clues or explanations, please help me out. I tried to estimate an univariate time series (the data is enclosed). The data s...