Search found 3 matches

by mariusfu
Thu Oct 28, 2010 4:46 am
Forum: Models
Topic: Simulation of SARIMA
Replies: 5
Views: 11398

Re: Simulation of SARIMA

Instead I tried to estimate the model given coefficients from R as starting values. I used the equation specification: d(inflow,1,52) ar(1) ar(2) ar(3) ar(4) ar(5) ar(6) ar(7) ma(1) ma(2) ma(3) ma(4) sma(1) I have chosen user supplied starting coefficient values in the option window for equation est...
by mariusfu
Wed Oct 27, 2010 9:52 am
Forum: Models
Topic: Simulation of SARIMA
Replies: 5
Views: 11398

Re: Simulation of SARIMA

Here is my workfile.
by mariusfu
Wed Oct 27, 2010 5:14 am
Forum: Models
Topic: Simulation of SARIMA
Replies: 5
Views: 11398

Simulation of SARIMA

I have found a sarima model using R, and want to make a stochastic simulation of that model in Eviews 7. The objective is to find a distribution of the values during the forecasting period. I have: - imported time series for the variable (inflow) and the residuals obtained in R - created a model, ba...

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