ARIMA (2,1,1)

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pieapple123
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Joined: Thu Jul 11, 2013 8:04 am

ARIMA (2,1,1)

Postby pieapple123 » Thu Jul 11, 2013 8:08 am

If my arima model is 2,1,1, What i should type in my estimate equation for run this model or equation
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EViews Gareth
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Re: ARIMA (2,1,1)

Postby EViews Gareth » Thu Jul 11, 2013 8:09 am

Code: Select all

d(y) c x ar(1) ar(2) ma(1)
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pieapple123
Posts: 8
Joined: Thu Jul 11, 2013 8:04 am

Re: ARIMA (2,1,1)

Postby pieapple123 » Thu Jul 11, 2013 8:12 am

thank you, but i want to know, why i have to type ar 2 times. I'm so confused.
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EViews Gareth
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Re: ARIMA (2,1,1)

Postby EViews Gareth » Thu Jul 11, 2013 8:16 am

Because you wanted two AR terms (that's what the 2 in the ARIMA(2,1,1) means)
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EViews Glenn
EViews Developer
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Re: ARIMA (2,1,1)

Postby EViews Glenn » Thu Jul 11, 2013 9:37 am

In EViews 8 you can enter

d(y) c x ar(1 to 2) ma(1)

which may better accord with the way you are thinking about the specification.
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pieapple123
Posts: 8
Joined: Thu Jul 11, 2013 8:04 am

Re: ARIMA (2,1,1)

Postby pieapple123 » Fri Jul 12, 2013 12:11 am

i got it. Thanks
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pieapple123
Posts: 8
Joined: Thu Jul 11, 2013 8:04 am

Re: ARIMA (2,1,1)

Postby pieapple123 » Fri Jul 12, 2013 1:42 am

Can i put the independent variables after ma(1)? For example d(y) c x ar(1) ar(2) ma(1) df dg dh.
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EViews Gareth
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ARIMA (2,1,1)

Postby EViews Gareth » Fri Jul 12, 2013 6:22 am

Try it.
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