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 on April 23, and its replacement, is already up and running.

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

st: ARIMA with endogenous covariates

From   Ayman Farahat <>
To   "" <>
Subject   st: ARIMA with endogenous covariates
Date   Tue, 23 Oct 2012 11:11:48 -0700 (PDT)

Hello ; 
I have a time series that i would like to model using ARMA . I also have an endogenous covariate the i can instrument for. 
Is there a way to include endogenous covariates in time series model?


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index