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
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
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.