AR and SAR model

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stratos
Posts: 5
Joined: Sun Aug 29, 2010 12:01 am

AR and SAR model

Postby stratos » Tue Jan 29, 2013 12:34 pm

Hello guys!
I am having an issue with those models. Unfortunately the guide doesn't clear the techical differences.
So, my question is this. I am trying to see if there is effect in my variable, from its previous value and the previous year value (-->season effect)

I have typed in eviews 3 different equations in 'ESTIMATE EQUATION'.
1) Y Y(-1) Y(-12)
2) Y AR(1) AR(12)
3) Y AR(1) SAR(12)

Which is the correct one?
Thanks!

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