EViews.com

Hello,

On page 100 of the Eviews 7 User Guide II, eq (4.30) is equivalent to eq. (4.29). Is there a simple way to do that transformation on eviews, e.g. for a SARIMA with ar(1), ar(2), sar(12), ma(1), ma(2), sma(12)?

I don't understand the question.

The parameter estimates for a SARIMA model, as the one on page 100 of the Eviews 7 Users Guide II (please refer to it), is in terms of the error ut. I'd like to know if there's a simple way of getting the coefficient estimates in terms of the observed variable. In the guide, it's equivalent to the transformation from equation (4.29) to eq. (4.30).

Not built in, no.

Ok, thank you