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ARIMA (2,1,1)
Posted: Thu Jul 11, 2013 8:08 am
by pieapple123
If my arima model is 2,1,1, What i should type in my estimate equation for run this model or equation
Re: ARIMA (2,1,1)
Posted: Thu Jul 11, 2013 8:09 am
by EViews Gareth
Re: ARIMA (2,1,1)
Posted: Thu Jul 11, 2013 8:12 am
by pieapple123
thank you, but i want to know, why i have to type ar 2 times. I'm so confused.
Re: ARIMA (2,1,1)
Posted: Thu Jul 11, 2013 8:16 am
by EViews Gareth
Because you wanted two AR terms (that's what the 2 in the ARIMA(2,1,1) means)
Re: ARIMA (2,1,1)
Posted: Thu Jul 11, 2013 9:37 am
by EViews Glenn
In EViews 8 you can enter
d(y) c x ar(1 to 2) ma(1)
which may better accord with the way you are thinking about the specification.
Re: ARIMA (2,1,1)
Posted: Fri Jul 12, 2013 12:11 am
by pieapple123
i got it. Thanks
Re: ARIMA (2,1,1)
Posted: Fri Jul 12, 2013 1:42 am
by pieapple123
Can i put the independent variables after ma(1)? For example d(y) c x ar(1) ar(2) ma(1) df dg dh.
ARIMA (2,1,1)
Posted: Fri Jul 12, 2013 6:22 am
by EViews Gareth
Try it.