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st: ARIMA


From   "John D. Levendis" <john-levendis@uiowa.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: ARIMA
Date   Mon, 2 Jun 2003 21:17:50 -0500

Hello all,

I'm got a question regarding ARIMA models. I'm trying to figure out how some 
standard notation fits in w/ STATA's notation. 

Using the standard notation for a seasonal arima model, lets say we wanted to 
estimate the time-series properties of X by using an arima(1,0,0)(1,1,1)12 
model (i.e. seasonality of period 12)
Does this mean that, to estimate this model in STATA we would type:
- arima s12.X, ar(1,12) ma(12)

Thanks in advance.

--John 


----------------------------------------
John D. Levendis
W210 Pappajohn Bus. Bldg
University of Iowa
Iowa City, IA 52242
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Can you immagine being from Oz
and moving to Kansas?!
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