Loop function for AR(1) series

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eviews_user_23
Posts: 1
Joined: Thu Jan 12, 2023 7:21 pm

Loop function for AR(1) series

Postby eviews_user_23 » Fri Jan 13, 2023 12:10 am

Hello. It's my first time to use EViews and there are so many difficulties dealing with this program.

I want to make one time series set and it follows AR(1) process.
It means I only have an initial value(i.e. y(0)=0)
and using some equation (i.e. y(t)=3*y(t-1)+24/5)
I want to make whole time series from 2000m01 to 2020m12.

I tried "for" and "if" command but failed to get the result.

If anyone here can help me to solve this problem?

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Loop function for AR(1) series

Postby startz » Fri Jan 13, 2023 7:09 am

Code: Select all

smpl 2000m01 2020m12 series y = 0 smpl 2000m02 2020m12 y = 3*y(-1) + 24/5 smpl 2000m01 2020m12


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