Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: arima output differs significantly from SPSS & SAS
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: arima output differs significantly from SPSS & SAS
Date
Tue, 4 Dec 2012 14:46:43 -0600
On Tue, Dec 4, 2012 at 1:56 PM, Arash Mahdian <[email protected]> wrote:
> Using the same timeseries, SAS and SPSS give very similar result, but
> arima v1, arima(3,0,3) results significantly different.
The default method in SAS is conditional least squares.
Scott
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/