Re: [R] ARMA show different result between eview and R

In your first line, you write "ARMA(2,2)." However, what you fit in R is ARIMA(2,1,2). What you fit in eview, I can't tell. Could that explain the difference? HTH, Daniel Young Gyu Park wrote: > > When I do ARMA(2,2) using one lag of LCPIH data > > > > This is eview result > >> >> *Dependen

[R] ARMA show different result between eview and R

When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **