ITERATE Instruction

ITERATE( options ) equation start end residuals

Computes final estimates of an ARMA model specified using EQUATION. Use INITIAL to compute initial estimates.

BOXJENK is now the preferred way to handle ARMA models—ITERATE is a holdover from earlier versions of RATS.

Parameters

equation	dependent variable
start, end	estimation range, which defaults to maximum range allowed by variables
residuals	residual series

Options

DFC=correction to degrees of freedom of dependent variable [0]

[PRINT]/NOPRINT

Print regression output

STARTUP=startup entry for computing residuals [(start)]

VCV/[NOVCV]

display the covariance matrix of coefficients

Variables Defined

Example

equation(ar=2,ma=1) billeq tbills

initial billeq

iterate billeq