[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Constant terms in AR1 error regressions

From   "Clive Nicholas" <>
Subject   st: Constant terms in AR1 error regressions
Date   Wed, 17 Dec 2008 19:00:34 +0000

When the AR1 error-regression equation

u_{t} = \rhou{t-1} + e_{t}

is displayed without the constant - presumably u_{0} - is this because
it is suppressed (-nocons-) or simply because it isn't shown as it's
not of interest? The literature doesn't make this clear, but I'm
guessing it's the former.

Clive Nicholas

[Please DO NOT mail me personally here, but at
<>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index