Thaks startz!
If I understood, the right way [always] to estimate the coeficient of an AR(1) model w/constant in EVIEWS to use for forecasting is
y c y(-1)
Is that right?
Thanks
Xavier
Search found 2 matches
- Thu Aug 04, 2011 4:15 pm
- Forum: Estimation
- Topic: Diferences in AR(1) equation
- Replies: 3
- Views: 2665
- Mon Aug 01, 2011 6:09 pm
- Forum: Estimation
- Topic: Diferences in AR(1) equation
- Replies: 3
- Views: 2665
Diferences in AR(1) equation
Hi,
Suppose my time serie's name is "month"
What is the deference between
1) month c month(-1)
2) month c ar(1)
The question is because when I estimate both equations, the c obtained in 1) is different the one obtained in 2)
(EVIEWS 6)
Thanks in advance
Xavier
Suppose my time serie's name is "month"
What is the deference between
1) month c month(-1)
2) month c ar(1)
The question is because when I estimate both equations, the c obtained in 1) is different the one obtained in 2)
(EVIEWS 6)
Thanks in advance
Xavier