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Re: st: Models ARIMA in STATA and Eviews


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Models ARIMA in STATA and Eviews
Date   Fri, 21 Sep 2007 10:46:34 -0400

Dear Joao,
     I suggest that you test your models against the National Institute of Standards and Technology
data sets.  When I tested Stata ARIMA and SARIMA on those datasets, they yielded the same
reliable results.  If Eviews Arima and SARIMA models do not yield the same results, don't trust it.
     Regards,
         Robert A. Yaffee

Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu
homepage: http://homepages.nyu.edu/~ray1/

----- Original Message -----
From: "Joao Ricardo F. Lima" <jricardo@cca.ufpb.br>
Date: Friday, September 21, 2007 7:35 am
Subject: st: Models ARIMA in STATA and Eviews
To: statalist@hsphsun2.harvard.edu


> Hi,
> 
> I have one doubt with models ARMA-ARIMA-SARIMA. When i'm using eviews, 
> i
> have one result. When i use Stata, the same model (ex arima y,
> arima(2,1,2)), the results are different. Sometimes, very different!
> 
> Can help me and explais these differences, please?
> 
> Thanks,
> 
> Joao Lima
> 
> 
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