search for: 1969q4

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2011 Aug 30
2
ARMA show different result between eview and R
...LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > **Variable Coefficient Std. Error t-Statistic Prob. > ** > **C 0.003361 0.001814 1.853352 0.0657 > **DLCPIH(-1) -0.100150 0.053160 -1.883917 0.0614 > **DLCPIH(-2) 0.870456 0.052466 16.59075 0.0000 > **MA(1) 0.5322...