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st: lags in arima
I want to fit automatically different types of arima-models to some data.
How do I get the correct variables into the lag Parameter arguments of
arima?
I've already tried something like
scalar lags="2 6"
arima ts, ar(`lags')
but stata simply ignores my variable and fits an arima(0,0) model.
Somehow I would need to have a variable with a numlist stored in it, but I
don't know how to create such a variable.
Bj�rn Engelmann
Dresdner Bank AG
RG&C / Liquidity Risk Control
J�rgen-Ponto Platz 1, 21. OG
60301 Frankfurt a.M.
phone: ++49 / 69 / 263-12975
fax: ++49 / 69 / 263-18874
E-Mail: [email protected]
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