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From | "Sebastian van Baal" <s.vanbaal@arcor.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Nonlinear ARMAX model |
Date | Mon, 8 Mar 2010 09:55:41 +0100 |
Dear Robert: Thank you for your explanations! I was thinking more general and perhaps my nomenclature was problematic. The econometric software Eviews is able to estimate "nonlinear models with AR and SAR specifications" (quote from the feature list). This works since Eviews allows the user to enter the complete regression equation (much like Stata's nl-command) including AR-terms. So my question boils down to this: Is there a command in Stata that allows me to a) enter the explicit regression equation and b) specify AR-terms? (MA-terms would be interesting as well, but I don't need them in this case and Eviews can't incorporate them into a nonlinear model either.) Best regards Sebastian * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/