SARIMA command code
Posted: Thu May 14, 2015 5:29 am
I want to use a Seasonal Arima (SARIMA) model in EViews. However, I am not sure about the commands I have used.
I want to estimate a SARIMA (1,1,0)(1,1,0)12 model with monthly data series named "volume".
I have used the command: d(volume,0,12) c ar(1) sar(12). Is this correct?
Also, if I want to estimate an SARIMA (1,1,0)(1,0,0)12. Do I have to use the command: d(volume) c ar(1) sar(12)?
Thanks in advance !
I want to estimate a SARIMA (1,1,0)(1,1,0)12 model with monthly data series named "volume".
I have used the command: d(volume,0,12) c ar(1) sar(12). Is this correct?
Also, if I want to estimate an SARIMA (1,1,0)(1,0,0)12. Do I have to use the command: d(volume) c ar(1) sar(12)?
Thanks in advance !