Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: Nonlinear ARMAX model


From   "Sebastian van Baal" <s.vanbaal@arcor.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Nonlinear ARMAX model
Date   Tue, 9 Mar 2010 17:55:14 +0100

Thank you both for your suggestions! My case appears to be different. I
attempt to estimate a model such as this one: 

y[t]=b0+x[t]^b1+u[t]

u[t]=b2*u[t-1]+e[t]

My problem is more complicated and prevents me from linearizing it. 

In Eviews, I would enter something like this: 

y[t]=b0+x[t]^b1+u[t]+[AR(1)=b2]

Can I enter something like this in Stata?

Best regards
Sebastian

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index