Dear All
With the Option (equation =) the LINREG instruction allows to estimate a model previously defined in the program.
Is it possible to do the same thing but with the BOXJENK instruction ?
Many thanks in advance.
BOXJENK OPTION
Re: BOXJENK OPTION
No. The EQUATION defined by BOXJENK is a reduced form linear equation which loses some of the structure of the original ARIMA model.