Is "ls y c y(-1)" and "ls y c ar(1)" the same?

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tanghanpost
Posts: 27
Joined: Tue Dec 30, 2008 6:39 am

Is "ls y c y(-1)" and "ls y c ar(1)" the same?

Postby tanghanpost » Sun May 15, 2011 8:49 am

hi,
when i constract model AR(1), i find that
ls y c y(-1)
and
ls y c ar(1)
has different result,
I want to know which one is the real AR(1) model----y=c+b*y(-1)?
Thanks!
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Is "ls y c y(-1)" and "ls y c ar(1)" the same?

Postby startz » Sun May 15, 2011 9:30 am

They are the same except for the interpretation of the constant.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Is "ls y c y(-1)" and "ls y c ar(1)" the same?

Postby EViews Gareth » Sun May 15, 2011 10:31 am

http://forums.eviews.com/viewtopic.php?f=7&t=465
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