What is algebraic form of D(Y,2,12)?
Is it Y(t)-2Y(t-1)+Y(t-2) or Y(t)-Y(t-1)-Y(t-12)+Y(t-13)?
Meaning of D(Y,2,12)
Moderators: EViews Gareth, EViews Moderator
Re: Meaning of D(Y,2,12)
Neither. The resulting form will depend on how you expand/simplify it, but you can work on the following:
Code: Select all
d(y,2,12) = (d(y)-d(y(-12)))-(d(y(-1))-d(y(-13)))Return to “Econometric Discussions”
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