Autoregression + moving average model

[Ron Dankers]

Hello,

I'm relatively new to Stata and I was wondering how to enter the command to estimate the following model for a variable (AR(2),MA(1,7)). I tried several ways to enter it with the arima command but I couldn't get it right.

Thanks ahead,

Ron

[William Lisowski]

Welcome to Statalist, Ron. We can better help you if we know what commands you have tried and what Stata told you to indicate that there was a problem. Please review the Statalist FAQ linked to from the top of the page, as well as from the Advice on Posting link on the page you used to create your post. See especially sections 9-12 on how to best pose your question. It's particularly helpful to copy commands and output from your Stata Results window and paste them into your Statalist post using CODE delimiters, as described in section 12 of the FAQ.

[Ron Dankers]

I need to get the following models for a variable: AR(7), AR(2), ARMA(2,1) and (AR(2),MA(1,7)). I was able to get the first three with the commands
arima Spread, arima(7,0,0)
arima Spread, arima(2,0,0)
arima Spread, arima(2,0,1)
but for the last one I was unsure how to enter the command.

[Ron Dankers]

I figured it out. The correct way to enter it into stata is
arima Spread, ar(2) ma(1,7)

[William Lisowski]

It's a pleasure to read a post from someone who continues to research the problem and then solves it without Statlist assistance. Thank you for closing the loop.