Dear Tom
Before I decompose lgdp series by @bndecomp.src, I should rightly test ARIMA form of lgdp. However, I get ar=3 ma=1, which is refused by @bndecomp. It responese that ar should be between 0 - 2.
Best regards.
hardmann
how to specify bndecomp.src arma(p,q)
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how to specify bndecomp.src arma(p,q)
by hardmann » Wed Feb 01, 2012 10:45 am
Last edited by hardmann on Mon Feb 20, 2012 4:15 am, edited 3 times in total.
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Re: how to specifu bndecomp.src arma(p,q)
by TomDoan » Wed Feb 01, 2012 12:39 pm
Not with any version of BNDECOMP that we've had in at least ten years.
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Re: how to specify bndecomp.src arma(p,q)
by hardmann » Sun May 05, 2013 4:36 am
bndecomp.src had been revised in 2005,2006,2007.
I want to learn BN decom.
Best Regard.
Hardmann
I want to learn BN decom.
Best Regard.
Hardmann
- hardmann
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Re: how to specify bndecomp.src arma(p,q)
by TomDoan » Sun May 05, 2013 8:46 am
The error message presumably was that the sample range was wrong, not that the AR parameters were wrong. If you use AR=3, you need the start parameter to be at least 4.
The one example we have that uses this is endersp252.rpf from the Enders textbook examples. That both does the BN decomposition by working out the calculations, and also by using BNDECOMP.
The one example we have that uses this is endersp252.rpf from the Enders textbook examples. That both does the BN decomposition by working out the calculations, and also by using BNDECOMP.
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- Joined: Wed Nov 01, 2006 5:36 pm
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