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st: lags in arima


From   "Engelmann, Bjoern" <Bjoern.Engelmann@Dresdner-Bank.com>
To   "Stata List (E-mail)" <statalist@hsphsun2.harvard.edu>
Subject   st: lags in arima
Date   Wed, 3 May 2006 14:03:39 +0200

I want to fit automatically different types of arima-models to some data.
How do I get the correct variables into the lag Parameter arguments of
arima?

I've already tried something like

  scalar lags="2 6"
  arima ts, ar(`lags')

but stata simply ignores my variable and fits an arima(0,0) model.

Somehow I would need to have a variable with a numlist stored in it, but I
don't know how to create such a variable.



Björn Engelmann 
Dresdner Bank AG 
RG&C / Liquidity Risk Control 
Jürgen-Ponto Platz 1, 21. OG 
60301 Frankfurt a.M. 
phone: ++49 / 69 / 263-12975 
fax: ++49 / 69 / 263-18874 
E-Mail: Bjoern.Engelmann@dresdner-bank.com 


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