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Posted: **Sun May 15, 2011 8:49 am**

hi,
when i constract model AR(1), i find that
ls y c y(-1)
and
ls y c ar(1)
has different result,
I want to know which one is the real AR(1) model----y=c+b*y(-1)?
Thanks!

Posted: **Sun May 15, 2011 9:30 am**

They are the same except for the interpretation of the constant.

Posted: **Sun May 15, 2011 10:31 am**

http://forums.eviews.com/viewtopic.php?f=7&t=465

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Is "ls y c y(-1)" and "ls y c ar(1)" the same?

Is "ls y c y(-1)" and "ls y c ar(1)" the same?

Re: Is "ls y c y(-1)" and "ls y c ar(1)" the same?

Re: Is "ls y c y(-1)" and "ls y c ar(1)" the same?