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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 10:49:44 -0400

Joao,
   The NIST time series validation datasets and the proper output can be found at
http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc44.htm  .
   Cheers,
       Bob 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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