EViews and Stata code equivalence

For questions regarding programming in the EViews programming language.

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danny
Posts: 2
Joined: Mon Aug 13, 2012 1:21 pm

EViews and Stata code equivalence

Postby danny » Fri Jan 24, 2014 2:01 pm

Hi,

I'm a newbie to EViews and I really hope somebody can help me with a problem I have regarding the equivalence of Stata and EViews code. In Stata I am estimating a seasonal arima with the following command:

arima news, ar(1) sarima(1,1,0,52) and I would like to get the equivalent EViews code. I have tried what I think is the right syntax in EViews but I can't even seem to get the estimation samples to match up.

any help or advice welcome!!

Thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: EViews and Stata code equivalence

Postby EViews Gareth » Fri Jan 24, 2014 2:21 pm

Stata uses ML techniques to estimate ARMA models. EViews uses a non-linear least squares representation of the ARMA model to estimate. In large samples they should give similar results. In small samples they can differ, slightly. The EViews transformation uses up observations, so the estimation will use fewer observations that Stata.

danny
Posts: 2
Joined: Mon Aug 13, 2012 1:21 pm

Re: EViews and Stata code equivalence

Postby danny » Fri Jan 24, 2014 2:43 pm

Thanks for getting back to me so quickly Gareth, and that definitely explains the difference in sample used......but what would the EViews equivalent command syntax look like? That would be a great help in assisting me to understand the difference in usage between the two packages for future modelling purposes.
Thanks once again for your help


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