AR and SAR model
Posted: Tue Jan 29, 2013 12:34 pm
Hello guys!
I am having an issue with those models. Unfortunately the guide doesn't clear the techical differences.
So, my question is this. I am trying to see if there is effect in my variable, from its previous value and the previous year value (-->season effect)
I have typed in eviews 3 different equations in 'ESTIMATE EQUATION'.
1) Y Y(-1) Y(-12)
2) Y AR(1) AR(12)
3) Y AR(1) SAR(12)
Which is the correct one?
Thanks!
I am having an issue with those models. Unfortunately the guide doesn't clear the techical differences.
So, my question is this. I am trying to see if there is effect in my variable, from its previous value and the previous year value (-->season effect)
I have typed in eviews 3 different equations in 'ESTIMATE EQUATION'.
1) Y Y(-1) Y(-12)
2) Y AR(1) AR(12)
3) Y AR(1) SAR(12)
Which is the correct one?
Thanks!