probabilities may not be valid for this equation specificati

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Jariel
Posts: 12
Joined: Wed May 13, 2015 8:25 am

probabilities may not be valid for this equation specificati

Postby Jariel » Wed Nov 11, 2015 5:25 am

When i estimate an ARIMA Model with dynamic regressors (dummy variables), there is this note (probabilities may not be valid for this equation specification) on the bottom of the correlogram window. Are the p values valid, are they not, what does that mean?

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