Equation for ARIMA(0,1,0)(0,1,1)12?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
jeswanthjagu
Posts: 5
Joined: Wed Dec 09, 2015 1:03 pm

Equation for ARIMA(0,1,0)(0,1,1)12?

Postby jeswanthjagu » Wed Dec 09, 2015 10:21 pm

What is equation to be written for ARIMA(0,1,0)(0,1,1)12?
Is it d(Y,1,12) sma(12)?


Auto-correlations are being computed for , W(t) = Y(t)-Y(t-1)-Y(t-12)+Y(t-13)
Last edited by jeswanthjagu on Wed Dec 09, 2015 10:40 pm, edited 2 times in total.
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Equation for ARIMA(0,1,0)(0,1,1)12?

Postby EViews Gareth » Wed Dec 09, 2015 10:26 pm

http://forums.eviews.com/viewtopic.php?f=4&t=10954
Top
jeswanthjagu
Posts: 5
Joined: Wed Dec 09, 2015 1:03 pm

Re: Equation for ARIMA(0,1,0)(0,1,1)12?

Postby jeswanthjagu » Wed Dec 09, 2015 10:32 pm

In that link equations are mentioned for ARIMA(0,1,1)(0,1,1)12. I want it for ARIMA(0,1,0)(0,1,1)12. Moreover equations mentioned in the link are not working for me.
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Equation for ARIMA(0,1,0)(0,1,1)12?

Postby EViews Gareth » Wed Dec 09, 2015 10:39 pm

Pretty straight forward to workout how to change it
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest