SARIMA - BASIC DOUBT
Posted: Tue Jun 14, 2011 1:03 pm
Hi everyone,
I have a "basic" doubt about handling with sarima models in Eviews and any help would be great!
I'm willing to estimate a Sarima Model such as SARIMA (1,0,0)(0,1,0) [12]. I first tried:
d(myseries, 0,12) ar(1)
Is that correct?
And if I wanted to estimate a model such as SARIMA (1,0,0)(1,1,0) [12], would it be correct to write
d(myseries, 0,12) ar(1) sar(1) ???
Thanks a lot and sorry if it's a too introdutory question!
I have a "basic" doubt about handling with sarima models in Eviews and any help would be great!
I'm willing to estimate a Sarima Model such as SARIMA (1,0,0)(0,1,0) [12]. I first tried:
d(myseries, 0,12) ar(1)
Is that correct?
And if I wanted to estimate a model such as SARIMA (1,0,0)(1,1,0) [12], would it be correct to write
d(myseries, 0,12) ar(1) sar(1) ???
Thanks a lot and sorry if it's a too introdutory question!