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Posted: **Thu Nov 15, 2012 6:55 am**

Hey!

This might be a stupid question but, is there a difference between using the term ar(1) for a regressor, or just using x(-1)?

I do this regression

Code: Select all

ls ltv c ar(1) dumb

and it is different than

Code: Select all

ls ltv c ltv(-1) dumb

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Regards.

Posted: **Thu Nov 15, 2012 8:42 am**

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

Posted: **Thu Nov 15, 2012 9:06 am**

Ohhhh, a great article, thanks! So that's why there is this 'convergence' message. Does it use the Cochrane-Orcutt estimator?

Posted: **Thu Nov 15, 2012 9:15 am**

http://forums.eviews.com/viewtopic.php? ... 6732#p6732

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Regression with an ar(1) or x(-1) term

Regression with an ar(1) or x(-1) term

Re: Regression with an ar(1) or x(-1) term

Re: Regression with an ar(1) or x(-1) term

Re: Regression with an ar(1) or x(-1) term