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ARIMA (3,1,2) and ARIMA (3,2,2)

Posted: Mon Dec 15, 2014 8:06 am
by azlan172
Hi, i'm newbie in time series analysis and eviews

what is the code to estimate ARIMA (3,1,2) and ARIMA (3,2,2)?

TQ

Re: ARIMA (3,1,2) and ARIMA (3,2,2)

Posted: Mon Dec 15, 2014 9:11 am
by EViews Gareth

Code: Select all

LS D(Y) C AR(1 to 3) MA(1 to 2)

Code: Select all

LS D(Y,2) C AR(1 to 3) MA(1 to 2)