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  • command for conditional likelihood regression using timesseries data

    Dear mr/mrs,

    I am currently trying to make a regression in STATA using times-series data on GNP. I would like to compute the coefficients by using that the conditional sum of squares should be minimized. I am not able to find the right command, but I do know the command in R is;
    arima(…, method = CSS)

    Is there someone who can help me out?

    best regards,

    Johannes

  • #2
    Check the -condition- option in -arima-.
    Jorge Eduardo Pérez Pérez
    www.jorgeperezperez.com

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