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how to specify bndecomp.src arma(p,q)
Posted: Wed Feb 01, 2012 9:45 am
by hardmann
Dear Tom
Before I decompose lgdp series by @bndecomp.src, I should rightly test ARIMA form of lgdp. However, I get ar=3 ma=1, which is refused by @bndecomp. It responese that ar should be between 0 - 2.
Best regards.
hardmann
Re: how to specifu bndecomp.src arma(p,q)
Posted: Wed Feb 01, 2012 11:39 am
by TomDoan
Not with any version of BNDECOMP that we've had in at least ten years.
Re: how to specify bndecomp.src arma(p,q)
Posted: Sun May 05, 2013 4:36 am
by hardmann
bndecomp.src had been revised in 2005,2006,2007.
I want to learn BN decom.
Best Regard.
Hardmann
Re: how to specify bndecomp.src arma(p,q)
Posted: Sun May 05, 2013 8:46 am
by TomDoan
The error message presumably was that the sample range was wrong, not that the AR parameters were wrong. If you use AR=3, you need the start parameter to be at least 4.
The one example we have that uses this is endersp252.rpf from the Enders textbook examples. That both does the BN decomposition by working out the calculations, and also by using BNDECOMP.