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


From   Arash Mahdian <amahdian@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: arima output differs significantly from SPSS & SAS
Date   Tue, 4 Dec 2012 15:14:04 -0600

How would I get the similar result in Stata?

On Tue, Dec 4, 2012 at 2:46 PM, Scott Merryman <scott.merryman@gmail.com> wrote:
> 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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