SARIMA constant

[flcardoso]

Hello,

On page 100 of the Eviews 7 User Guide II, eq (4.30) is equivalent to eq. (4.29). Is there a simple way to do that transformation on eviews, e.g. for a SARIMA with ar(1), ar(2), sar(12), ma(1), ma(2), sma(12)?

[EViews Gareth]

I don't understand the question.

[flcardoso]

The parameter estimates for a SARIMA model, as the one on page 100 of the Eviews 7 Users Guide II (please refer to it), is in terms of the error ut. I'd like to know if there's a simple way of getting the coefficient estimates in terms of the observed variable. In the guide, it's equivalent to the transformation from equation (4.29) to eq. (4.30).

[EViews Gareth]

Not built in, no.

[flcardoso]

Ok, thank you