[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: what is SIGMA2 _const in arima
That should be the residual standard deviation.
Robert A. Yaffee, Ph.D.
Shirley M. Ehrenkranz
School of Social Work
New York University
2100 Linwood Ave.
Fort Lee, NJ
----- Original Message -----
From: Olga Gorbachev Melloni <firstname.lastname@example.org>
Date: Thursday, August 24, 2006 1:31 pm
Subject: st: what is SIGMA2 _const in arima
> I am trying to estimate a model, in which errors follow an MA(1). I
> panel data, and I assume that for each cohort, coefficients are the
> same. I
> arima y x if cohort==1935, ma(1) condition
> I have two questions:
> 1. when the estimation finished its run, it used BFGS and for the
> of the white-noise disturbance epsilon it showed instead of the
> '/sigma', I got SIGMA2 _const =0.10...
> what does this mean? I looked in the manual, but there is no
> mention of
> 2. When trying to predict the errors or the predicted values, I got
> an error
> message saying that the sample cannot include panels.
> Is there a way to get the predicted values and/or white-noise errors?
> thank you,
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
* For searches and help try: