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st: is there any VARMA model in STATA 9?


From   binli@uchicago.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: is there any VARMA model in STATA 9?
Date   Thu, 8 Feb 2007 02:14:43 -0600 (CST)

Hi, everyone,

I was wondering if there is VARMA regression in STATA 9. I am using a VARMA model in my paper. But it seems there is no VARMA codes directly. I wonder if someone would have some suggestion or example codes (you wrote) to give me some ideas.

Thanks.
BL

binli@uchicago.edu

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