SARIMA - BASIC DOUBT

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Luigi
Posts: 1
Joined: Tue Jun 14, 2011 12:53 pm

SARIMA - BASIC DOUBT

Postby Luigi » Tue Jun 14, 2011 1:03 pm

Hi everyone,

I have a "basic" doubt about handling with sarima models in Eviews and any help would be great!

I'm willing to estimate a Sarima Model such as SARIMA (1,0,0)(0,1,0) [12]. I first tried:

d(myseries, 0,12) ar(1)

Is that correct?

And if I wanted to estimate a model such as SARIMA (1,0,0)(1,1,0) [12], would it be correct to write

d(myseries, 0,12) ar(1) sar(1) ???

Thanks a lot and sorry if it's a too introdutory question!

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