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Re: st: Models ARIMA in STATA and Eviews


From   David Jacobs <jacobs.184@sociology.osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Models ARIMA in STATA and Eviews
Date   Fri, 21 Sep 2007 16:00:40 -0400

My first guess is that the correction for serial correlation differs between Stata and EVeiws.

Dave Jacobs

At 11:08 PM 9/20/2007, you wrote:

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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