Hi Statalists,
I want to run ARIMA model by hand to understand how is it calculated in arima.
How can I obtain the same result of following commands using regress?:
use http://www.stata-press.com/data/r15/wpi1.dta, clear
arima wpi, arima(1,0,0)
arima wpi, arima(1,1,0)
arima wpi, arima(1,1,1)
Best,
Yusuke
I want to run ARIMA model by hand to understand how is it calculated in arima.
How can I obtain the same result of following commands using regress?:
use http://www.stata-press.com/data/r15/wpi1.dta, clear
arima wpi, arima(1,0,0)
arima wpi, arima(1,1,0)
arima wpi, arima(1,1,1)
Best,
Yusuke