Regression with ARIMA errors
Posted: Mon Aug 11, 2014 1:51 pm
Hi folks,
I'm trying to use a non-stationary time series X to explain another non-stationary time series Y
Y=bX+e
where e is a non-stationary process and its first order difference d(e) can be modeled as a MA(1)
Would anyone help me to figue out how to specify the estimation in the Eviews. Thanks!
I'm trying to use a non-stationary time series X to explain another non-stationary time series Y
Y=bX+e
where e is a non-stationary process and its first order difference d(e) can be modeled as a MA(1)
Would anyone help me to figue out how to specify the estimation in the Eviews. Thanks!