Search found 2 matches
- Tue Jul 15, 2014 12:08 am
- Forum: RATS Procedures
- Topic: DISAGGREGATE—general procedure for interpolation
- Replies: 33
- Views: 64802
Re: retrieving ARIMA model of the error process
Thank you but i need to pullout the estimate for error process ARIMA(1,1,0) - (RWAR1 is an ARIMA(1,1,0) ). i dont think they have the same estimates with AR(1) though? and where will I put the code for the %BETA(1) and %STDERRS(1)? will it be after the @disaggregate(tsmodel=rwar1,model=loglin,factor...
- Sun Jul 13, 2014 8:19 pm
- Forum: RATS Procedures
- Topic: DISAGGREGATE—general procedure for interpolation
- Replies: 33
- Views: 64802
retrieving ARIMA model of the error process
Hi Im currently working on the disaggregate.src the model that im using is @disaggregate(tsmodel=rwar1,model=loglin,factor=4,maintain=sum,print) arm_gdpa 2000:1 2012:4 arm_gdpq_rv Is there a way on how to retrieve the ARIMA model (tsmodel=rwar1) of the error process using the disaggregate program? T...