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re:st: arima vs. regress

From   Christopher Baum <>
To   "" <>
Subject   re:st: arima vs. regress
Date   Fri, 3 Feb 2012 16:15:48 -0500

Danielle said

 Why do the following not
produce more or less similar coefficient estimates? In the data that I
am working with, the signs are even different. 

arima y x, ar(1)
regress y x L.y

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