Displaying 1 result from an estimated 1 matches for "dlcpiharma22fit".
2011 Aug 30
2
ARMA show different result between eview and R
...Hannan-Quinn criter. -6.021326
> **F-statistic 40.92897 Durbin-Watson stat 2.012062
> **Prob(F-statistic) 0.000000
> **
> **Inverted MA Roots .40 -.94 *
This is R result
> *> dlcpihTsLen <- length(ausT2Ts[,4])
> **> dlcpihArma22Fit <- arima(ausT2Ts[,4], order=c(2,1,2),
> xreg=1:dlcpihTsLen)
> **> dlcpiArma22hFit <- arima(ausT2Ts[,4], order=c(2,1,2))
> **> dlcpihArma22Fit
> *
> *Call:
> **arima(x = ausT2Ts[, 4], order = c(2, 1, 2), xreg = 1:dlcpihTsLen)
> *
> *Coefficients:
> **...