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st: RE: ARIMA fundamentals


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ARIMA fundamentals
Date   Wed, 14 Dec 2005 18:22:40 -0000

It seems that no ARIMA model could help you here
given data like this. You have discrete states, 
not a continuous response. 

Nick 
n.j.cox@durham.ac.uk 

tang5@purdue.edu

> I have a dataset like this
> 
> date     recog
> 
> 19991003  1
> 19991005  0
> 19991109  1
> 19991111  1
> 19991201  0
> 
> That is, my date is not continuous, and my recog variable is 
> a dummy one.
> Can I do ARIMA model here?

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