Questions and Answers on Tme Series Modeling


Questions and Answers on Tme Series Modeling

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JoeyR
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Should I be trying to replicate the NEAS results?

[NEAS: This is an independent student project. The NEAS postings are suggestions to get you started. You can construct an ARIMA model, compare two or more models for a given era, compare two or three eras by type of model of by model parameters, examine seasonality, test out-of-sample forecasts, and many other items.]


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NewTubaBoy
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Yea, I believe you can use those equations.  There is a lot of ambiguity with an AR(2) model and it mentions it several times in the text.  Does AR(2) mean just a two period lag (regress on one variable) or does it mean a 1 and a two period lag (regress on two variables).  I personally think that it is the multiple regression model and that the book is sometimes sloppy with it's terminology sometimes. 

I don't remember where I got the online program.  I think if you search for multiple regression model or something like that you can find something in Excel online. 

[NEAS: The AR(2) model is a multiple regression equation.]


 
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