Non Linear Estimation - AR(2) process

[protoss]

Dear User,

I have a problem: I'd like to estimate the PHI-coefficients of an AR(2) process using a non linear estimation. How can I tell RATS to do so?

Thank you very much in advance

protoss

[TomDoan]

The options for this are described in section 5.5 (Serial Correlation) in the User's Guide. This example does AR(2) regressions (after some examples of AR(1)) done several different ways.

Program file:

grnp649.rpf

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Data file:

gasolinemarket.xls

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