Re: st: Models ARIMA in STATA and Eviews

[David Jacobs <jacobs.184@sociology.osu.edu>]

My first guess is that the correction for serial correlation differs 
between Stata and EVeiws.

Dave Jacobs

At 11:08 PM 9/20/2007, you wrote:

> Hi,
>
> I have one doubt with models ARMA-ARIMA-SARIMA. When i'm using eviews, i
> have one result. When i use Stata, the same model (ex arima y,
> arima(2,1,2)), the results are different. Sometimes, very different!
>
> Can help me and explais these differences, please?
>
> Thanks,
>
> Joao Lima
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/