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

From |
Michael Hanson <mshanson@mac.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Constant terms in AR1 error regressions |

Date |
Wed, 17 Dec 2008 14:30:37 -0500 |

On Dec 17, 2008, at 2:00 PM, Clive Nicholas wrote:

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:

Hope this helps, Mike * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Constant terms in AR1 error regressions***From:*"Clive Nicholas" <clivelists@googlemail.com>

**References**:**st: Constant terms in AR1 error regressions***From:*"Clive Nicholas" <clivelists@googlemail.com>

- Prev by Date:
**st: Stgest command returning unexpected results** - Next by Date:
**st: date subtraction** - Previous by thread:
**st: Constant terms in AR1 error regressions** - Next by thread:
**Re: st: Constant terms in AR1 error regressions** - Index(es):

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