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?
how to add a grouping by variable to the scatter plot to create a panel New user to STATA pls helpHi all, Im very new user to STATA. I have the code below and am wanting to create a panel of scatter…
(FE-OL) Fixed Effect Ordered Logit Model helpI need to run a Fixed effect Ordered legit regression( FE-OL) regression but I can't seem to find it…
How to substract two variablesHi everyone, I just want to know how to substract two variables. This what I mean: n_iden rest 12 1…
Number of Observations on STATA UnequalI am regressing The dependent Variable Wellbeing against a dummy variable ' becoming unemployed' , a…
Interpretation of interaction variableDear all, I am analyzing whether a CEO turnover (c. 600 events) has a long-term (5 years) impact on…
Subscribe to:
Post Comments (Atom)
0 Response to How to: Regression with ARMA errors?
Post a Comment