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No. The p-value is not the probability that the coefficient equals zero.

so you still maintain them in the model even though the probability value is greater that 0.05?

Assuming you had some reason to put them in in the first place, yes.

thank you very much.
so if i have this 2 models
a. equation oil.ls oil c t @expand(@month,@droplast) with 2 of the dummies being insignificant
b. equation oil.ls t @expand(@month) with all all terms being significant.

can i pick model b. because all my terms are significant?

Those two models are substantively identical. You might want to read up some on the specification of dummy variable models.

yes you are right they are identical. thank you

thanks

so can i represent SARIMA (0,1,1)(1,1,1) 12 in eviews as equation seas.ls d(rate,1,12) ma(1) sar(12) sma(12)

and SARIMA (0,1,1)(0,1,2) 12 as equation seas.ls d(rate,1,12) ma(1) sma(24)

To represent a SARIMA (0,1,1)(0,1,2) 12 you should write: seas.ls d(rate,1,12) ma(1) sma(12) sma(24)
Note that SMA(12) term is missing in your expression

the attached file is estimation output form models (1 and 2)
1. equation oil.ls d(oil,1,12) ar(1) ar(12) ma(12)
2. equation oil2.ls d(oil,1,12) ar(1) sar(12) sma(12)
3. 3. equation oil3.ls d(oil,1,12) ar(1) sar(12) ma(12)

a) model 2 and model 3 are the same right?

b) i used same data from 1990m01 to 2014m05 to get estimation results for model 1 and model 2.
shouldn't their outputs be the same? if not can i get some explanation why their estimation output is different. are they not also the same? what is the difference between them if there is any?
c)what does the backcast in the estimation outputs mean and why are they different in both models?
d) how come the adjusted samples differ in both models?

thank you

I've recibed this R script

Modelo3 = arima(Data$Table, xreg = Table[,5:9], order = c(4, 0, 0), seasonal = list(order = c(1, 1, 0) , period = 12), include.mean = F , fixed = c(NA, 0, NA, NA, NA, NA, NA, NA, NA, NA) )

and I want to replicate it in Eviews.

It's possible to represent this in Eviews?

SARIMA (4,0,0)(1,1,0)12

Thanks a lot,

How to represent SARIMA (0,1,1) (1,0,0)12 in eviews?
I have tried d(transinflow,1,0) c ma(1) sar (12) but the results are very different from Minitab, even the parameters that appear in eviews are not SAR but AR. Can anyone tell me where is my fault?
the left side uses eviews, and the right side uses minitab