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Re: st: arima output differs significantly from SPSS & SAS
From
Arash Mahdian <[email protected]>
To
[email protected]
Subject
Re: st: arima output differs significantly from SPSS & SAS
Date
Tue, 4 Dec 2012 15:14:04 -0600
How would I get the similar result in Stata?
On Tue, Dec 4, 2012 at 2:46 PM, Scott Merryman <[email protected]> wrote:
> 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
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