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From   "John D. Levendis" <>
To   statalist <>
Subject   st: ARIMA
Date   Mon, 2 Jun 2003 21:17:50 -0500

Hello all,

I'm got a question regarding ARIMA models. I'm trying to figure out how some 
standard notation fits in w/ STATA's notation. 

Using the standard notation for a seasonal arima model, lets say we wanted to 
estimate the time-series properties of X by using an arima(1,0,0)(1,1,1)12 
model (i.e. seasonality of period 12)
Does this mean that, to estimate this model in STATA we would type:
- arima s12.X, ar(1,12) ma(12)

Thanks in advance.


John D. Levendis
W210 Pappajohn Bus. Bldg
University of Iowa
Iowa City, IA 52242
Can you immagine being from Oz
and moving to Kansas?!

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