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!
Related Posts with How to: Regression with ARMA errors?
Predicted values and residuals in fracregKreutzer and Wood (https://www.tandfonline.com/doi/pdf/...B.82.6.357-362) showed how some undergradu…
Fixed Effects and the Effect of 0/1 dummyHello, I am trying to estimate the effect of Drug Law (coded 0/1) on recidivism rate using fixed ef…
Creating a dummy variable in a large data set for interlocked companiesDear all I am asking for your help. I have tried to search on the previous posts but I failed to so…
Overlapping graph, but no layer "dominates" each otherLet's say I have a local gen x=20 gen y=30 gen z=50 replace y = x+ y replace z= x+y+z loc x y z …
Goodness of Fit test for xtgeeHi Stata experts, I am using -xtgee- to run models. I have a base model that only includes control …
Subscribe to:
Post Comments (Atom)
0 Response to How to: Regression with ARMA errors?
Post a Comment