SARIMA models in equation estimation
Posted: Tue Nov 08, 2016 9:52 am
Hi for all,
I want to write SARIMA MODEL (1,1,1)(1,1,1) with S=24 in Equation Estimation box. I already used EViews 9 !
I tried many times, but I do not know this is correct way or not as:
D(Y) AR(1) SAR(24) MA(1) SMA(24)
Thanks a lot for your cooperation.
Regards.
I want to write SARIMA MODEL (1,1,1)(1,1,1) with S=24 in Equation Estimation box. I already used EViews 9 !
I tried many times, but I do not know this is correct way or not as:
D(Y) AR(1) SAR(24) MA(1) SMA(24)
Thanks a lot for your cooperation.
Regards.