Hello everyone!
I need to estimate a regression model with ARMA errors but am not sure how to do so in stata. The dependent variable Y and all predictor variables X1, X2, .. are stationary.
Am I correct that I have to use the code arima Y X1 X2 X3 arima(1,0,1)? Meaning I run a "normal" arima model but include further independent variables?
Thank you in advance!
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