Stabilized an arma

Econometrics questions and discussions
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c912
Posts: 13
Joined: Sat Dec 03, 2016 3:41 am

Stabilized an arma

Unread post by c912 »

Hello,

I have an ARMA regression that is not stable, what can I do to make it stable? Differentiate it? Add a trend?
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TomDoan
Posts: 7826
Joined: Wed Nov 01, 2006 4:36 pm

Re: Stabilized an arma

Unread post by TomDoan »

Typically use a difference.
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