Currently, I am working on forecasting. I try various models. One of the models I tried is an AR model. As I have monthly data, I use the 12th period back in time. So the model is like
As Eviews9 contains helpfull tools to estimate models automatically, I requested a demo. Today, I could make use of eviews9. However, my syntax code do not result in the same output compared to eviews8.
So my questions are the following:
- Why is the output different (displayed below), while my input was exactly the same?
- How can I interpret the SIGMASQ?
- As you can see, the number of included observations differs between eviews8 and eviews9. However, in both programs, I restricted the sample by using this command:
smpl 2002m1 2011m12. Why the samples are not the same in the output, as the restriction should be the same in both cases?
The syntax I used in both programs was:
LS(DERIV=AA) num10994 ar(12)