Arima Model with monthly dataset
Posted: Sun Sep 13, 2009 6:30 am
Hi everyone,
Can you please help me with this question.
I have a dataset of rubber prices in months from Jan 2004 to Apr 2009. When my teacher estimated to choose the best ARIMA model, i saw him use this fucntion
ls dlnprice ar(1) ar(5) ar(6) ar(15) ma(1) ma(5) ma(14) @expand(@month)
Would you please tell me the role of @expand(@month) in this fucntion
Many thanks!!
Can you please help me with this question.
I have a dataset of rubber prices in months from Jan 2004 to Apr 2009. When my teacher estimated to choose the best ARIMA model, i saw him use this fucntion
ls dlnprice ar(1) ar(5) ar(6) ar(15) ma(1) ma(5) ma(14) @expand(@month)
Would you please tell me the role of @expand(@month) in this fucntion
Many thanks!!