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Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Posted: Mon Jun 22, 2020 9:56 pm
by casablanca
i am new user of EVIEWS and i am currently running an ARIMA (2,1,1) model however as I compared it to STATA, EVIEWS results only displayed one coefficient for AR while STATA displayed 2 coefficients for AR. your feedback is highly appreciated

Re: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Posted: Tue Jun 23, 2020 6:17 am
by startz
In EViews, AR(2) means the second AR coefficient rather than two AR coefficients. You probably want AR(1 to 2)

Re: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Posted: Tue Jun 23, 2020 10:21 pm
by casablanca
In EViews, AR(2) means the second AR coefficient rather than two AR coefficients. You probably want AR(1 to 2)
thanks.

Re: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Posted: Fri Jan 01, 2021 6:24 pm
by JuanNicolasDamico
Hey, Check this complete video. Step by Step how to do everything https://youtu.be/ukGJ0sLgbqI