|
|
Is there an ARIMA syntax guru out there who can tell me why the two different ways of doing an ARIMA model below do not give me exactly the same model? The results are close but are not the same, especially when I add independents. The parameter estimates are only out in the third decimal but the t values are more different.
ARIMA variables=CallsOffered
/model= (1,0,0) (1,0,0) 12.
TSMODEL
/MODELDETAILS print= [parameters residacf residpacf]
plot=[residacf residpacf]
/SERIESPLOT observed forecast fit forecastci fitci
/AUXILIARY SEASONLENGTH=12
/MODEL dependent=CallsOffered
/ARIMA AR=1 MA=0 DIFF=0 ARSEASONAL=1 MASEASONAL=0 DIFFSEASONAL=0.
Thanks.
|
Locked
