Diferences in AR(1) equation

[Maxen]

Hi,

Suppose my time serie's name is "month"

What is the deference between

1) month c month(-1)
2) month c ar(1)

The question is because when I estimate both equations, the c obtained in 1) is different the one obtained in 2)

(EVIEWS 6)
Thanks in advance
Xavier

[startz]

http://forums.eviews.com/viewtopic.php? ... gged#p3258

[Maxen]

Thaks startz!

If I understood, the right way [always] to estimate the coeficient of an AR(1) model w/constant in EVIEWS to use for forecasting is

y c y(-1)

Is that right?

Thanks
Xavier

[EViews Gareth]

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