Adding an MA term to a model

[Stefano Bevilacqua]

I would like to add an MA(12) term to the regression to - potentially - get uncorrelated residuals.

My code is the follwing:

gen v10diff12 = v10[_n]-v10[_n-12]
gen v10diff24 = v10[_n]-v10[_n-24]

gen dependent = v10 - v10diff12
gen regressor = v10diff12 - v10diff24

regress dependent regressor

Now in this last row I would like to add the MA(12) term. How can I do it?

[Andrew Musau]

help arima