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re:st: arima vs. regress
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re:st: arima vs. regress
Date
Fri, 3 Feb 2012 16:15:48 -0500
<>
Danielle said
Why do the following not
produce more or less similar coefficient estimates? In the data that I
am working with, the signs are even different.
arima y x, ar(1)
regress y x L.y