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
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
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* http://www.ats.ucla.edu/stat/stata/