I want to use a Seasonal Arima (SARIMA) model in EViews. However, I am not sure about the commands I have used.
I want to estimate a SARIMA (1,1,0)(1,1,0)12 model with monthly data series named "volume".
I have used the command: d(volume,0,12) c ar(1) sar(12). Is this correct?
Also, if I want to estimate an SARIMA (1,1,0)(1,0,0)12. Do I have to use the command: d(volume) c ar(1) sar(12)?
Thanks in advance !
SARIMA command code
Moderators: EViews Gareth, EViews Moderator
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: SARIMA command code
I think you're correct for the second one, but for the first you probably want d(volume,1,12) c ar(1) sar(12)
Re: SARIMA command code
Thank you Gareth!
So, if we look at d(volume,0,12) c ar(1) sar(12) and d(volume,1,12) c ar(1) sar(12), what is the difference between the 0 and 1 ?
Does 1 mean the first difference of the 12-period seasonal difference of the series volume?
Or, is 1 the non seasonal difference?
So, if we look at d(volume,0,12) c ar(1) sar(12) and d(volume,1,12) c ar(1) sar(12), what is the difference between the 0 and 1 ?
Does 1 mean the first difference of the 12-period seasonal difference of the series volume?
Or, is 1 the non seasonal difference?
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: SARIMA command code
1 is the non seasonal difference.
Who is online
Users browsing this forum: No registered users and 2 guests
