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Re: st: arima output differs significantly from SPSS & SAS


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: arima output differs significantly from SPSS & SAS
Date   Tue, 4 Dec 2012 14:46:43 -0600

On Tue, Dec 4, 2012 at 1:56 PM, Arash Mahdian <amahdian@gmail.com> wrote:
> Using the same timeseries, SAS and SPSS give very similar result, but
> arima v1, arima(3,0,3) results significantly different.

The default method in SAS is conditional least squares.

Scott
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