Joao,
The NIST time series validation datasets and the proper output can be found at
http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc44.htm .
Cheers,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
homepage: http://homepages.nyu.edu/~ray1/
----- Original Message -----
From: "Joao Ricardo F. Lima" <[email protected]>
Date: Friday, September 21, 2007 7:35 am
Subject: st: Models ARIMA in STATA and Eviews
To: [email protected]
> Hi,
>
> I have one doubt with models ARMA-ARIMA-SARIMA. When i'm using eviews,
> i
> have one result. When i use Stata, the same model (ex arima y,
> arima(2,1,2)), the results are different. Sometimes, very different!
>
> Can help me and explais these differences, please?
>
> Thanks,
>
> Joao Lima
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
